Aldridge, Irene <br/><br/>
High - frequency trading a practical guide to algorithmic strategies and trading systems 

 - 2a ed. 
 - New Jersey  John Wiley  2013 
 - 306 p. 
<br/><br/>Contiene: 1. How modern markets differ from those past.- 2. Technological innovations, systems, and HFT.- 3. Market microstructure, orders, and limit order books.- 4. High - frequency data.- 5. Trading costs.- 6. Performance and capacity of high frequency trading strategies.- 7. The business of high frequency trading.- 8. Statistical arbitrage strategies.- 9. Directional trading around events.- 10. Automated market making - naive inventory models.- 11. Automated markett making II.- 12. Additional HFT strategies, market manipulation, and market crashes.- 13. Regulation.- 14. Risk management of HFT.- 15. Minimizing market impact.- 16. Implementation of HFT systems. 
<br/><br/><label>ISBN: </label>978-1-118-34350-0 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Análisis de inversiones
<br/><br/><label>Subjects--Index Terms: </label>Gestión de carteras Valores 
<br/><br/><label>LC Class. No.: </label>HG/4529/A53/2013