Aldridge High-Frequency Trading

A Practical Guide to Algorithmic Strategies and Trading Systems
2. Auflage 2013
ISBN: 978-1-118-41682-2
Verlag: John Wiley & Sons
Format: EPUB
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 320 Seiten, E-Book

Reihe: Wiley Trading Series

A fully revised second edition of the best guide tohigh-frequency trading
High-frequency trading is a difficult, but profitable, endeavorthat can generate stable profits in various market conditions. Butsolid footing in both the theory and practice of this disciplineare essential to success. Whether you're an institutional investorseeking a better understanding of high-frequency operations or anindividual investor looking for a new way to trade, this book haswhat you need to make the most of your time in today's dynamicmarkets.
Building on the success of the original edition, the SecondEdition of High-Frequency Trading incorporates thelatest research and questions that have come to light since thepublication of the first edition. It skillfully covers everythingfrom new portfolio management techniques for high-frequency tradingand the latest technological developments enabling HFT to updatedrisk management strategies and how to safeguard information andorder flow in both dark and light markets.
* Includes numerous quantitative trading strategies and tools forbuilding a high-frequency trading system
* Address the most essential aspects of high-frequency trading,from formulation of ideas to performance evaluation
* The book also includes a companion Website where selectedsample trading strategies can be downloaded and tested
* Written by respected industry expert Irene Aldridge
While interest in high-frequency trading continues to grow,little has been published to help investors understand andimplement this approach--until now. This book has everythingyou need to gain a firm grip on how high-frequency trading worksand what it takes to apply it to your everyday tradingendeavors.

Autoren/Hrsg.

Aldridge, Irene

Über Autor(innen)

IRENE ALDRIDGE is an investment consultant, portfoliomanager, a recognized expert on the subjects of quantitativeinvesting and high-frequency trading, and a seasoned educator. Sheis currently Industry Professor at New York University, Departmentof Finance and Risk Engineering, Polytechnic Institute, as well asManaging Partner and Quantitative Portfolio Manager at Able AlphaTrading Ltd., an investment consulting firm and a proprietarytrading vehicle specializing in quantitative and high-frequencytrading strategies. Aldridge is also a founder of AbleMarkets.com,an online resource making the latest high-frequency research forinstitutional investors and broker-dealers. Aldridge holds an MBAfrom INSEAD, an MS in financial engineering from ColumbiaUniversity, a BE in electric engineering from the Cooper Union inNew York, and is in the process of completing her PhD at New YorkUniversity. She is a frequent speaker at top industry events and acontributor to academic, practitioner, and mainstream mediapublications, including the Journal of Trading,Futures magazine, Reuters HedgeWorld, Advanced Trading,FX Week, FINalternatives, Dealing WithTechnology, and Huffington Post.