High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems - Couverture rigide

Aldridge, Irene

Couverture rigide

ISBN 10 : 0470563761 ISBN 13 : 9780470563762

Editeur : John Wiley & Sons Ltd, 2010

Synopsis

A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. 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 market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. * Contains the tools and techniques needed for building a high-frequency trading system * Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation * Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

A propos du livre

À propos de l'auteur

Irene Aldridge is an expert on the subject of high-frequency trading. She is currently a Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD, a proprietary trading vehicle specializing in high-frequency systematic trading strategies. Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. She also taught finance at the University of Toronto. She holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic and practitioner publications, including the Journal of Trading, E-Forex, HedgeWorld, FXWeek, FINalternatives, and Dealing with Technology. She also appears frequently on business television, including appearances on CNBC, Fox Business, and The Daily Show with Jon Stewart. Aldridge has been quoted by Bloomberg LP and other major business news outlets.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 0470563761
• ISBN 13: 9780470563762
• Reliure: Relié
• Nombre de pages: 340
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible