2014年最火的高频交易(High Frequency Trading)读物应该要算《快闪小子》(Flash Boys)了吧!链接在这里:[华尔街系列] 《大空头》作者新书《Flash Boys》免费!高频交易背景资料 持续更新! https://bbs.pinggu.org/thread-2984085-1-1.html。
在《快闪小子》中,作者大量引用了《暗池》(Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market)的内容,所以我向大家隆重推荐此书!
[相关阅读]
【华尔街系列】(附链接,持续添加中)
Dark Pools: The Rise of the Machine Traders and the Rigging of the U.S. Stock Market
A news-breaking account of the global stock market's subterranean battles, Dark Pools portrays the rise of the "bots"- artificially intelligent systems that execute trades in milliseconds and use the cover of darkness to out-maneuver the humans who've created them.
In the beginning was Josh Levine, an idealistic programming genius who dreamed of wresting control of the market from the big exchanges that, again and again, gave the giant institutions an advantage over the little guy. Levine created a computerized trading hub named Island where small traders swapped stocks, and over time his invention morphed into a global electronic stock market that sent trillions in capital through a vast jungle of fiber-optic cables.
By then, the market that Levine had sought to fix had turned upside down, birthing secretive exchanges called dark pools and a new species of trading machines that could think, and that seemed, ominously, to be slipping the control of their human masters.
Dark Pools is the fascinating story of how global markets have been hijacked by trading robots--many so self-directed that humans can't predict what they'll do next.
CONTENTS
PROLOGUE: LIGHT POOL
PART I: MACHINE V. MACHINE
1: TRADING MACHINES
2: THE SIZE GAME
3: ALGO WARS
4: O+
PART II: BIRTH OF THE MACHINE
5: BANDITS
6: THE WATCHER
7: MONSTER KEY
8: THE ISLAND
9: THE GREEN MACHINE
10: ARCHIPELAGO
11: EVERYONE CARES
12: PALACE COUP
13: BAD PENNIES
14: DUMB MONEY
15: TRADE BOTS
16: CRAZY NUMBERS
17: “I DO NOT WANT TO BE A FAMOUS PERSON”
PART III: TRIUMPH OF THE MACHINE
18: THE BEAST
19: THE PLATFORM
20: PANIC TICKS
21: VERY DANGEROUS
PART IV: FUTURE OF THE MACHINE
22: A RIGGED GAME
23: THE BIG DATA
24: ADVANCED CHESS
25: STAR
POSTSCRIPT: THE YEAR OF THE GLITCH
Acknowledgments
Notes
About the Author
(下载地址,回复可见)
本帖隐藏的内容
想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:关注的帖子。
[原创] 浅析动量因子(附带Matlab/SAS程序及经典文献85篇,免费
[原创] 如何复制对冲基金的成功?(hedge fund replication,附免费文献)
[原创] 对于目前流行的量化投资与smart beta策略的一些看法 (附免费文献10篇)
【阿尔法系列】Fama-French五因子模型!
【阿尔法系列】免费!A Practical Guide To Quantitative Portfolio Trading
【国际政经系列】(资料汇总帖,附链接,持续添加中)
【大师系列】(资料汇总帖,持续添加中)
【畅销书系列】(资料汇总帖,附链接,持续添加中)
【华尔街系列】(资料汇总帖,附链接,持续添加中)
【经典教材系列】(资料汇总帖,附链接,持续添加中)
【2008金融危机必读系列】(资料汇总帖,附链接,持续添加中)
【查理芒格系列】Charlie Munger 推荐的20本书!(附链接)
【西蒙系列】跨学科旅行家: 赫伯特 西蒙 (Herbert Simon)资料汇总帖
《经济学人》2014年度最佳书单(附链接)
亚马逊2014年度最佳商业投资类图书(附链接)
2014年度英国《金融时报》最佳商业图书书单(附链接)
福布斯:史上最好的20条投资建议 The Best Investment Advice Of All Time (附链接)
资深业内人士推荐的10本交易书(附链接)Top Ten Trading Books I Have Read
金融危机畅销书作家Peter Schiff系列
比尔•盖茨最喜欢的商业书籍 (Bill Gates's Favorite Business Book)
【独家发布】比尔·盖茨推荐的九本书----希望有人能将它们(感谢olderp的热心帮助)
经典中的经典!美国知名财经作家Jason Zweig投资入门书推荐!(附链接)
[专题系列]
大牛Paul Krugman:日本,对不起!
[专题系列] Barra模型-RiskMetrics (RMA)-PMA资料(持续更新)
[专题系列] 主动投资与被动投资(active vs. passive),到底哪个更厉害?(免费!)
[专题系列] ECB 终于把名义利率降为负值了!(附重要文献11篇,免费)
[专题系列] Frameworks for Central Banking in the Next Century(最新文献9篇,免费)
[专题系列] Energy Derivatives Pricing (能源衍生品定价介绍,27篇文献,全部免费)
[专题系列] 福布斯杂志(Forbes)揭秘世界知名对冲基金AQR制胜交易策略!附带29篇文献
[专题系列] 有效市场假设(Efficient Market Hypothesis) :一场伟大的分歧!
[专题系列] 金融危机后,通胀目标(Inflation Targeting)是否仍然可行?
[专题系列] 非常规货币政策退出策略(Exit Strategy) 权威报告!
[专题系列] 回测过程中的过度拟合问题 (backtest overfitting,附最新文献2篇)
[专题系列] 做计量的朋友们,你们的标准误差(standard error)算对了吗?(附程序)