High-Frequency Options Trading: Python Strategies for Order Book Dynamics, Market Making, and Arbitrage - Couverture souple

Preston, James

 
9798198112544: High-Frequency Options Trading: Python Strategies for Order Book Dynamics, Market Making, and Arbitrage
Couverture souple
ISBN 13 : 9798198112544
Editeur : Independently published, 2026

Synopsis

Reactive Publishing

High-Frequency Options Trading: Python Strategies for Order Book Dynamics, Market Making, and Arbitrage provides a practical, technical exploration of building and implementing high-frequency trading systems focused on options markets.

This book examines core concepts including order book analysis, latency-sensitive market making techniques, and statistical arbitrage strategies specifically tailored for modern options trading. Using Python, readers will learn how to work with real-time market data, model order flow dynamics, develop market-making algorithms, and identify arbitrage opportunities across options instruments.

What You’ll Find Inside:

  • Order book mechanics and microstructure analysis in options markets
  • Python implementation of market-making strategies with risk controls
  • Statistical arbitrage approaches suitable for high-frequency environments
  • Latency considerations and optimization techniques
  • Data handling, backtesting frameworks, and practical code examples

Written for quantitative traders, developers, and finance professionals with programming experience, this book bridges theoretical market structure with hands-on Python code. It focuses on technical implementation rather than financial advice or trading recommendations.

Note: This is not a beginner’s guide to options trading. Readers should already have a solid understanding of options fundamentals, market microstructure, and Python programming.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Independently published
Date d'édition
2026
Langue
anglais
ISBN 13 
9798198112544
Reliure
Broché
Nombre de pages
487
Éditeur
Schwartz Alice
Coordonnées du fabricant
Manufactured by Amazon on behalf of the author
https://www.amazon.fr/hz/contact-us

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