High-frequency trading

High-frequency trading: a practical guide to algorithmic strategies and trading systems

by Aldridge, Irene

Type Book
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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:2nd ed

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Hoboken, N.J
  • Language:eng
  • Publication Date:2013.

The Physical Object

  • Description:xiii, 306 p. : : ill.

Edition Identifiers

  • ISBN:9781118420119, 111842011X
  • oclc:on1261989547
  • 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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