Электронная книга: Irene Aldridge «High-Frequency Trading. A Practical Guide to Algorithmic Strategies and Trading Systems»

High-Frequency Trading. A Practical Guide to Algorithmic Strategies and Trading Systems

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9780470579763

электронная книга

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См. также в других словарях:

  • Transactions à haute fréquence — Les transactions à haute fréquence, ou trading haute fréquence (THF ou HFT, de l anglais High frequency trading), réfèrent à l exécution à grande vitesse de transactions financières faites par des algorithmes informatiques. Ces opérateurs de… …   Wikipédia en Français

  • Парный трейдинг — (англ. Pairs trading) Рыночно нейтральная инвестиционная стратегия, основанная на использовании феномена корреляции стоимости некоторых ценных бумаг. Например, в случае роста цены на нефть, большинство акций нефтяных компаний также начнут… …   Википедия

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