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
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.
發表於2024-12-26
High-Frequency Trading 2024 pdf epub mobi 電子書 下載
自從10年5月紐約交易所的閃電式暴跌,HFT被廣泛關注,大傢都懷疑是HFT導緻這一災難性崩潰,但監管機構經過詳細的調查之後,也沒有采取任何的行動或加強監管。 行業內對HFT也是少有透露任何相關情況,低調,低調,盡量的低調是他們的行事方式,這是一幫真正的火箭科學傢,當中的...
評分自從10年5月紐約交易所的閃電式暴跌,HFT被廣泛關注,大傢都懷疑是HFT導緻這一災難性崩潰,但監管機構經過詳細的調查之後,也沒有采取任何的行動或加強監管。 行業內對HFT也是少有透露任何相關情況,低調,低調,盡量的低調是他們的行事方式,這是一幫真正的火箭科學傢,當中的...
評分自從10年5月紐約交易所的閃電式暴跌,HFT被廣泛關注,大傢都懷疑是HFT導緻這一災難性崩潰,但監管機構經過詳細的調查之後,也沒有采取任何的行動或加強監管。 行業內對HFT也是少有透露任何相關情況,低調,低調,盡量的低調是他們的行事方式,這是一幫真正的火箭科學傢,當中的...
評分自從10年5月紐約交易所的閃電式暴跌,HFT被廣泛關注,大傢都懷疑是HFT導緻這一災難性崩潰,但監管機構經過詳細的調查之後,也沒有采取任何的行動或加強監管。 行業內對HFT也是少有透露任何相關情況,低調,低調,盡量的低調是他們的行事方式,這是一幫真正的火箭科學傢,當中的...
評分自從10年5月紐約交易所的閃電式暴跌,HFT被廣泛關注,大傢都懷疑是HFT導緻這一災難性崩潰,但監管機構經過詳細的調查之後,也沒有采取任何的行動或加強監管。 行業內對HFT也是少有透露任何相關情況,低調,低調,盡量的低調是他們的行事方式,這是一幫真正的火箭科學傢,當中的...
圖書標籤: 高頻交易 金融 quant 投資 交易係統 算法交易 high-Frequency 交易
講得不清不楚的,很少技術性的東西
評分test randomness
評分很係統。
評分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.
評分作者本身的東西不是很多, 引用瞭很多文獻, 適閤作為深入研究的入門教材.
High-Frequency Trading 2024 pdf epub mobi 電子書 下載