High-frequency trading - Irene Aldridge

Praise for High–Frequency Trading "A well thought out, practical guide covering all aspects of high–frequency trading and of systematic trading in general. I recommend this book highly." ?Igor Tulchinsky, CEO, WorldQuant, LLC "For traditional fundamental and technical analysts, Irene Aldridge's book has the effect a first read of quantum physics would have had on traditional Newtonian physicists: eye–opening, challenging, and enlightening." ?Neal M. Epstein, CFA, Managing Director, Research & Product Management, Proctor Investment Managers LLC Interest in high–frequency trading continues to grow, yet little has been published to help investors understand and implement high–frequency trading systems?until now. This book has everything you need to gain a firm grip on how high–frequency trading works and what it takes to apply this approach to your trading endeavors. Written by industry expert Irene Aldridge, High–Frequency Trading offers innovative insights into this dynamic discipline. Covering all aspects of high–frequency trading?from the formulation of ideas and the development of trading systems to application of capital and subsequent performance evaluation?this reliable resource will put you in a better position to excel in today's turbulent markets.