High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
<b>A fully revised second edition of the best guide tohigh-frequency trading</b> <p>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.</p><p>Building on the success of the original edition, the <i>SecondEdition</i> of <i>High-Frequency Trading</i> 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.</p><ul><li>Includes numerous quantitative trading strategies and tools forbuilding a high-frequency trading system</li><li>Address the most essential aspects of high-frequency trading,from formulation of ideas to performance evaluation</li><li>The book also includes a companion Website where selectedsample trading strategies can be downloaded and tested</li><li>Written by respected industry expert Irene Aldridge</li></ul><p>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.</p>