Algorithmic and High-Frequency Trading - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Algorithmic and High-Frequency Trading write by Álvaro Cartea. This book was released on 2015-08-06. Algorithmic and High-Frequency Trading available in PDF, EPUB and Kindle. 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.
Algorithmic and High-Frequency Trading
Algorithmic and High-Frequency Trading - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Algorithmic and High-Frequency Trading write by Álvaro Cartea. This book was released on 2015-08-06. Algorithmic and High-Frequency Trading available in PDF, EPUB and Kindle. A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.
Algorithmic and High-Frequency Trading
Algorithmic and High-Frequency Trading - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Algorithmic and High-Frequency Trading write by Álvaro Cartea. This book was released on 2015. Algorithmic and High-Frequency Trading available in PDF, EPUB and Kindle.
High-Frequency Trading
High-Frequency Trading - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook High-Frequency Trading write by Irene Aldridge. This book was released on 2009-12-22. High-Frequency Trading available in PDF, EPUB and Kindle. 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.
High-Frequency Trading
High-Frequency Trading - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook High-Frequency Trading write by Irene Aldridge. This book was released on 2013-04-22. High-Frequency Trading available in PDF, EPUB and Kindle. A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.
