High-frequency trading a practical guide to algorithmic strategies and trading systems /

Main Author: Aldridge, Irene, 1975-
Corporate Author: ebrary, Inc.
Format: Book
Language:English
Published: Hoboken, N.J. : Wiley, 2013.
Edition:2nd ed.
Series:Wiley trading series
Subjects:
Online Access:http://site.ebrary.com/lib/ucy/Doc?id=10684965
Table of Contents:
  • Preface
  • Acknowledgments
  • How modern markets differ from those past
  • Technological innovations, systems, and hft
  • Market microstructure, orders, and limit order books
  • High-frequency data
  • End of chapter questions
  • About the author
  • About the website
  • Index.