"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 ma…
"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 ma…
"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 ma…
This book explores the effect of liquidity on asset prices, liquidity variations over time and how liquidity risk affects prices.
The OTC derivatives market has been hit by a massive wave of regulatory change. Capital and margin requirements have increased, trade reporting has been mandated, and execution mechanisms are evolving. Most of all, central clearing is being imposed for many transactions. OTC Der…
"An up-to-date look at the most important issues surrounding fixed income securities. Fixed-income securities traditionally promised fixed cash flows (like bonds), but with recent innovations in this field, including products for which the promised cash flows depend on the level…
"During the 1960s, an upstart Minnesota company, Control Data, made an enormous impact on the computer industry with the help of a handful of engineers and executives led by William Norris and Seymour Cray. The rise of Control Data from a company selling stock at $1 a share to a…
