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

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

by Irene Aldridge
December 2009
Intermediate to advanced content levelIntermediate to advanced
352 pages
8h 47m
English
Wiley

Overview

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.

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Publisher Resources

ISBN: 9780470563762Purchase book