Irene Aldridge is Managing Partner, ABLE Alpha Trading, LTD., a proprietary trading vehicle, specializing in high-frequency systematic trading strategies.
Photography by Melissa O'Neal, New York, NY.
Find out the latest information about Irene by going to IreneAldridge.com
Also, remember to follow Irene on Twitter: twitter.com/irenealdridge
发表于2024-11-04
High-Frequency Trading 2024 pdf epub mobi 电子书
自从10年5月纽约交易所的闪电式暴跌,HFT被广泛关注,大家都怀疑是HFT导致这一灾难性崩溃,但监管机构经过详细的调查之后,也没有采取任何的行动或加强监管。 行业内对HFT也是少有透露任何相关情况,低调,低调,尽量的低调是他们的行事方式,这是一帮真正的火箭科学家,当中的...
评分自从10年5月纽约交易所的闪电式暴跌,HFT被广泛关注,大家都怀疑是HFT导致这一灾难性崩溃,但监管机构经过详细的调查之后,也没有采取任何的行动或加强监管。 行业内对HFT也是少有透露任何相关情况,低调,低调,尽量的低调是他们的行事方式,这是一帮真正的火箭科学家,当中的...
评分自从10年5月纽约交易所的闪电式暴跌,HFT被广泛关注,大家都怀疑是HFT导致这一灾难性崩溃,但监管机构经过详细的调查之后,也没有采取任何的行动或加强监管。 行业内对HFT也是少有透露任何相关情况,低调,低调,尽量的低调是他们的行事方式,这是一帮真正的火箭科学家,当中的...
评分自从10年5月纽约交易所的闪电式暴跌,HFT被广泛关注,大家都怀疑是HFT导致这一灾难性崩溃,但监管机构经过详细的调查之后,也没有采取任何的行动或加强监管。 行业内对HFT也是少有透露任何相关情况,低调,低调,尽量的低调是他们的行事方式,这是一帮真正的火箭科学家,当中的...
评分自从10年5月纽约交易所的闪电式暴跌,HFT被广泛关注,大家都怀疑是HFT导致这一灾难性崩溃,但监管机构经过详细的调查之后,也没有采取任何的行动或加强监管。 行业内对HFT也是少有透露任何相关情况,低调,低调,尽量的低调是他们的行事方式,这是一帮真正的火箭科学家,当中的...
图书标签: 高频交易 金融 quant 投资 交易系统 算法交易 high-Frequency 交易
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading
Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.
This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.
* Contains the tools and techniques needed for building a high-frequency trading system
* Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation
* Written by well-known industry professional Irene Aldridge
Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
很系统。
评分Although covers quite a lot of stuffs in HFT, it lacks the depth. It seems to me that most of the stuff covered in this book is common knowledge. Good to glim through but not recommend to read it carefully.
评分test randomness
评分英文版太麻烦,果断放弃读中文的,这个以后可以拿来参考。
评分讲得不清不楚的,很少技术性的东西
High-Frequency Trading 2024 pdf epub mobi 电子书