High-Frequency Trading

书名：High-Frequency TradingAPracticalGuidetoAlgorithmicStrategiesandTradingSystems(WileyTrading)
作者：IreneAldridge
译者：
ISBN：9780470563762
出版社：Wiley
出版时间：2009-11-25
格式：epub/mobi/azw3/pdf
页数：339
豆瓣评分： 7.2

书籍简介：

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.

作者简介：

Irene Aldridge is Managing Partner, ABLE Alpha Trading, LTD., a proprietary trading vehicle, specializing in high-frequency systematic trading strategies.

Photography by Melissa O'Neal, New York, NY.

Find out the latest information about Irene by going to IreneAldridge.com

Also, remember to follow Irene on Twitter: twitter.com/irenealdridge

书友短评：

@ [已注销] Although covers quite a lot of stuffs in HFT, it lacks the depth. It seems to me that most of the stuff covered in this book is common knowledge. Good to glim through but not recommend to read it carefully.

添加微信公众号:好书天下获取