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 |
| Published: |
Hoboken, N.J.
Wiley
2010
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| Series: | [Wiley trading]
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| Online Access: | |
| Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references (pages 303-322) and index
- High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems; Contents; Acknowledgments; Chapter 1: Introduction; Chapter 2: Evolution of High-Frequency Trading; Chapter 3: Overview of the Business of High-Frequency Trading; Chapter 4: Financial Markets Suitable for High-Frequency Trading; Chapter 5: Evaluating Performance of High-Frequency Strategies; Chapter 6: Orders, Traders, and Their Applicability to High-Frequency Trading; Chapter 7: Market Inefficiency and Profit Opportunities at Different Frequencies