High-Frequency Trading (eBook)

A Practical Guide to Algorithmic Strategies and Trading Systems

Irene Aldridge (Autor)

eBook Download: PDF

2013 | 2. Auflage
320 Seiten
John Wiley & Sons (Verlag)
978-1-118-42011-9 (ISBN)

Infos

A fully revised second edition of the best guide to
high-frequency trading

High-frequency trading is a difficult, but profitable, endeavor
that can generate stable profits in various market conditions. But
solid footing in both the theory and practice of this discipline
are essential to success. Whether you're an institutional investor
seeking a better understanding of high-frequency operations or an
individual investor looking for a new way to trade, this book has
what you need to make the most of your time in today's dynamic
markets.

Building on the success of the original edition, the Second
Edition of High-Frequency Trading incorporates the
latest research and questions that have come to light since the
publication of the first edition. It skillfully covers everything
from new portfolio management techniques for high-frequency trading
and the latest technological developments enabling HFT to updated
risk management strategies and how to safeguard information and
order flow in both dark and light markets.

* Includes numerous quantitative trading strategies and tools for
building 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 selected
sample 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 and
implement this approach--until now. This book has everything
you need to gain a firm grip on how high-frequency trading works
and what it takes to apply it to your everyday trading
endeavors.

Autor

IRENE ALDRIDGE is an investment consultant, portfolio manager, a recognized expert on the subjects of quantitative investing and high-frequency trading, and a seasoned educator. She is currently Industry Professor at New York University, Department of Finance and Risk Engineering, Polytechnic Institute, as well as Managing Partner and Quantitative Portfolio Manager at Able Alpha Trading Ltd., an investment consulting firm and a proprietary trading vehicle specializing in quantitative and high-frequency trading strategies. Aldridge is also a founder of AbleMarkets.com, an online resource making the latest high-frequency research for institutional investors and broker-dealers. Aldridge holds an MBA from INSEAD, an MS in financial engineering from Columbia University, a BE in electric engineering from the Cooper Union in New York, and is in the process of completing her PhD at New York University. She is a frequent speaker at top industry events and a contributor to academic, practitioner, and mainstream media publications, including the Journal of Trading, Futures magazine, Reuters HedgeWorld, Advanced Trading, FX Week, FINalternatives, Dealing With Technology, and Huffington Post.

Produkt-Details

• Erscheint lt. Verlag: 1.4.2013
• Reihe/Serie: Wiley Trading Series
• Reihe/Serie: Wiley Trading Series
• Sprache: englisch
• Themenwelt: Recht / Steuern ► Wirtschaftsrecht
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Schlagworte: Börsenhandel • Börsenhandel • Finance & Investments • Finanz- u. Anlagewesen • Trading
• ISBN-10: 1-118-42011-X / 111842011X
• ISBN-13: 978-1-118-42011-9 / 9781118420119