High-frequency trading: a practical guide to algorithmic strategies and trading systems
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Title Statements
- Full title :High-frequency trading : a practical guide to algorithmic strategies and trading systems / Irene Aldridge.
Edition Statements
- Publication Date:2013
- Edition:Second edition
Publication Statements
- Publisher(s):Wiley
- Place of Publication:Hoboken
- Language:eng
- Publication Date:2013
Notes
Index: pages 303-306.
The Physical Object
- Description:xiii, 306 pages ; : 26 cm.
Edition Identifiers
- ISBN:9781118343500, 1118343506
- oclc:ocn871319713
- LC Classification:HG4529
- Dewey Decimal:332.64
Table of Contents
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and hft -- Market microstructure, orders, and limit order books -- High-frequency data -- End of chapter questions -- About the author -- About the website -- Index.
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