Coverart for item
The Resource High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge

High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge

Label
High-frequency trading : a practical guide to algorithmic strategies and trading systems
Title
High-frequency trading
Title remainder
a practical guide to algorithmic strategies and trading systems
Statement of responsibility
Irene Aldridge
Creator
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
http://library.link/vocab/creatorDate
1975-
http://library.link/vocab/creatorName
Aldridge, Irene
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Wiley trading series
http://library.link/vocab/subjectName
  • Investment analysis
  • Portfolio management
  • Securities
  • Electronic trading of securities
Label
High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and HFT -- Market microstructure, orders, and limit order books -- High-frequency data -- Trading costs -- Performance and capacity of high-frequency trading strategies -- The business of high-frequency trading -- Statistical arbitrage strategies -- Directional trading around events -- Automated market making: naïve inventory models -- Automated market making II -- Additional HFT strategies, market manipulation, and market crashes -- Regulation -- Risk management of HFT -- Minimizing market impact -- Implementation of HFT systems
Control code
FIEb1732676x
Dimensions
26 cm.
Edition
Second edition.
Extent
xiii, 306 pages
Isbn
9781118343500
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)823139834
Label
High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and HFT -- Market microstructure, orders, and limit order books -- High-frequency data -- Trading costs -- Performance and capacity of high-frequency trading strategies -- The business of high-frequency trading -- Statistical arbitrage strategies -- Directional trading around events -- Automated market making: naïve inventory models -- Automated market making II -- Additional HFT strategies, market manipulation, and market crashes -- Regulation -- Risk management of HFT -- Minimizing market impact -- Implementation of HFT systems
Control code
FIEb1732676x
Dimensions
26 cm.
Edition
Second edition.
Extent
xiii, 306 pages
Isbn
9781118343500
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)823139834

Library Locations

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      Via dei Roccettini 9, San Domenico di Fiesole, 50014, IT
      43.803074 11.283055
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