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

Aldridge, Irene, 1975-

High-frequency trading a practical guide to algorithmic strategies and trading systems / [electronic resource] : Irene Aldridge. - 2nd ed. - Hoboken, N.J. : Wiley, 2013. - xiii, 306 p. : ill. - Wiley trading series . - Wiley trading series. .

Includes bibliographical references and index.

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.


Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

9781118420119 (electronic bk.)




Investment analysis.
Portfolio management.
Securities.
Electronic trading of securities.


Electronic books.

HG4529 / .A43 2013

332.64