High frequency trading: a practical guide to algorithmic strategies and trading systems
Aldridge, Irene
62,04 €(IVA inc.)
This book covers all aspects of high-frequency trading, from 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 some like market microstructure, event arbitrage, and deviations arbitrage being discussed in great detail)áand tools and techniques for how to build a high-frequency trading system. Finally, High-Frequency Trading discusses the post-trade analysis process, including key performance benchmarks and trade quality evaluation.
- ISBN: 978-0-470-56376-2
- Editorial: John Wiley & Sons
- Encuadernacion: Tela
- Páginas: 368
- Fecha Publicación: 01/01/2010
- Nº Volúmenes: 1
- Idioma: Inglés