High-Frequency Trading

2009-12-22 Business & Economics

Author : Irene Aldridge
Release : 2009-12-22
Genre : Business & Economics
Kind : eBook
Book Rating : 773/5 ( reviews)

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Book Synopsis High-Frequency Trading by : Irene Aldridge

Download or read book High-Frequency Trading written by Irene Aldridge. This book was released on 2009-12-22. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Inside the Black Box

2013-03-25 Business & Economics

Author : Rishi K. Narang
Release : 2013-03-25
Genre : Business & Economics
Kind : eBook
Book Rating : 411/5 ( reviews)

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Book Synopsis Inside the Black Box by : Rishi K. Narang

Download or read book Inside the Black Box written by Rishi K. Narang. This book was released on 2013-03-25. Available in PDF, EPUB and Kindle. Book excerpt: New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world examples and informative anecdotes—a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading. Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work Provides key information for investors to evaluate the best hedge fund investments Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager This new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals.

Algorithmic and High-Frequency Trading

2015-08-06 Mathematics

Author : Álvaro Cartea
Release : 2015-08-06
Genre : Mathematics
Kind : eBook
Book Rating : 650/5 ( reviews)

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Book Synopsis Algorithmic and High-Frequency Trading by : Álvaro Cartea

Download or read book Algorithmic and High-Frequency Trading written by Álvaro Cartea. This book was released on 2015-08-06. Available in PDF, EPUB and Kindle. Book excerpt: The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

High-frequency Trading

2013-09-30 Electronic trading of securities

Author : David Easley
Release : 2013-09-30
Genre : Electronic trading of securities
Kind : eBook
Book Rating : 096/5 ( reviews)

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Book Synopsis High-frequency Trading by : David Easley

Download or read book High-frequency Trading written by David Easley. This book was released on 2013-09-30. Available in PDF, EPUB and Kindle. Book excerpt:

All About High-Frequency Trading

2010-07-16 Business & Economics

Author : Michael Durbin
Release : 2010-07-16
Genre : Business & Economics
Kind : eBook
Book Rating : 456/5 ( reviews)

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Book Synopsis All About High-Frequency Trading by : Michael Durbin

Download or read book All About High-Frequency Trading written by Michael Durbin. This book was released on 2010-07-16. Available in PDF, EPUB and Kindle. Book excerpt: A DETAILED PRIMER ON TODAY'S MOST SOPHISTICATED AND CONTROVERSIAL TRADING TECHNIQUE Unfair . . . brilliant . . . illegal . . . inevitable. High-frequency trading has been described in many different ways, but one thing is for sure--it has transformed investing as we know it. All About High-Frequency Trading examines the practice of deploying advanced computer algorithms to read and interpret market activity, make trades, and pull in huge profi ts—all within milliseconds. Whatever your level of investing expertise, you'll gain valuable insight from All About High-Frequency Trading's sober, objective explanations of: The markets in which high-frequency traders operate How high-frequency traders profi t from mispriced securities Statistical and algorithmic strategies used by high-frequency traders Technology and techniques for building a high-frequency trading system The ongoing debate over the benefi ts, risks, and ever-evolving future of high-frequency trading

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High-Frequency Trading

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