Koha online

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

By: Aldridge, IreneMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; John Wiley ; 2013Edition: 2a edDescription: 306 pISBN: 978-1-118-34350-0Subject(s): Análisis de inversiones | Gestión de carteras | ValoresLOC classification: HG/4529/A53/2013
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Call number Status Date due Barcode
Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4529/A53/2013 (Browse shelf) Available 00005923

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.

There are no comments on this title.

to post a comment.