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
Resource Information
The item High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.This item is available to borrow from 1 library branch.
Resource Information
The item High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute Library.
This item is available to borrow from 1 library branch.
- Language
- eng
- Edition
- Second edition.
- Extent
- xiii, 306 pages
- 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
- Isbn
- 9781118343500
- 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
- Language
- eng
- 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
- 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
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/High-frequency-trading--a-practical-guide-to/GN5tu1qgqsQ/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/High-frequency-trading--a-practical-guide-to/GN5tu1qgqsQ/">High-frequency trading : a practical guide to algorithmic strategies and trading systems, Irene Aldridge</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="https://link.library.eui.eu/">European University Institute Library</a></span></span></span></span></div>
