High-Frequency Trading
A Practical Guide to Algorithmic Strategies and Trading Systems
- 320 stron
- 12 godzin czytania
This fully revised second edition serves as an essential guide to high-frequency trading, a challenging yet potentially lucrative approach that can yield stable profits across various market conditions. Success in this field requires a solid understanding of both theory and practice. Whether you are an institutional investor or an individual trader, this resource equips you with the necessary tools to navigate today's dynamic markets. Building on the original edition's success, this new version integrates the latest research and emerging questions in high-frequency trading. It comprehensively explores new portfolio management techniques, cutting-edge technological advancements, updated risk management strategies, and methods to protect information and order flow in various market environments. The book includes numerous quantitative trading strategies and tools for constructing a high-frequency trading system, addressing crucial aspects from idea formulation to performance evaluation. Additionally, a companion website offers downloadable sample trading strategies for practical testing. Authored by industry expert Irene Aldridge, this guide fills a significant gap in the literature, providing investors with the insights needed to effectively implement high-frequency trading in their trading activities.
