High-frequency trading a practical guide to algorithmic strategies and trading systems
"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 microstruct...
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| Format: | eBook |
| Language: | English |
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Hoboken, N.J.
Wiley
2010
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| Series: | [Wiley trading]
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | "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. 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."--Resource description page |
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| Item Description: | Series statement from jacket |
| Physical Description: | xi, 339 pages illustrations |
| ISBN: | 9786612471759 9780470579763 1118006313 9780470579770 1283100940 6613100943 0470579765 1282471759 9781283100946 9781282471757 6612471751 9786613100948 0470579773 |