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.