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Synopsis

A hands-on guide to the fast and ever-changing world ofhigh-frequency, algorithmic trading

Financial markets are undergoing rapid innovation due to thecontinuing proliferation of computer power and algorithms. Thesedevelopments have created a new investment discipline calledhigh-frequency trading.

This book covers all aspects of high-frequency trading, from thebusiness case and formulation of ideas through the development oftrading systems to application of capital and subsequentperformance evaluation. It also includes numerous quantitativetrading strategies, with market microstructure, event arbitrage,and deviations arbitrage discussed in great detail.

  • Contains the tools and techniques needed for building ahigh-frequency trading system
  • Details the post-trade analysis process, including keyperformance benchmarks and trade quality evaluation
  • Written by well-known industry professional Irene Aldridge

Interest in high-frequency trading has exploded over the pastyear. This book has what you need to gain a better understanding ofhow it works and what it takes to apply this approach to yourtrading endeavors.

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