{金融市场微观结构理论研究的代表人物} 莫琳•奥哈拉 High-frequency Trading

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

This is the survival guide for trading in a world where high-frequency trading predominates in markets, accounting for upwards of 60% of trading in equities and futures, and 40% in foreign exchange. High-frequency trading is the subject of extensive debate, particularly as to whether it is beneficial for traders and markets or instead allows some traders to benefit at others expense. This book provides you with an important overview and perspective on this area, with a particular focus on how low-frequency traders and asset managers can survive in the high frequency world.
With chapters written by the leading practitioners and academics in the area the book will show you how issues such as big data come into play, how high-frequency should affect optimal execution algorithms and how markets inter-connect in new ways that affect volatility and market stability. Contributors also discuss the new regulatory challenges that arise in the high frequency world.

Chapters include:

- Machine Learning for Market Microstructure and High-Frequency Trading (Michael Kearns and Yuriy Nevmyvaka)
- Execution Strategies in Fixed Income Markets (Robert Almgren)
- The Regulatory Challenge of High-Frequency Markets (Oliver Linton, Maureen O Hara and J.P. Zigrand)
- Do Algo Executions Leak Information? (George Sofianos and JuanJuan Xiang)

This book is essential reading for anybody who wants or needs to learn about this changing subject area, including institutional traders, exchanges and trading system operators, regulators and academics.

本帖隐藏的内容

Maureen O'Hara, Maureen O'Hara, Marcos Lopez de Prado, David Easley-Hi.pdf (2.76 MB, 需要: 25 个论坛币)

2014-6-10 21:06:44 上传

High-frequency Trading
需要: 25 个论坛币  [购买]

Paperback
Publisher: Risk Books (September 30, 2013)
Language: English
ISBN-10: 178272009X
ISBN-13: 978-1782720096
Product Dimensions: 9.1 x 6.1 x 0.8 inches
Shipping Weight: 1.1 pounds
http://www.amazon.com/High-frequency-Trading-Maureen-OHara/dp/178272009X/ref=sr_1_7?s=books&ie=UTF8&qid=1402405235&sr=1-7

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享1 收藏41 回帖

关键词：金融市场微观结构理论 Frequency 市场微观结构理论 Trading 市场微观结构 accounting particular extensive important overview

[victory][victory][victory]

NB的书！

thanks for sharing..

thanks!!!学习了！

学习一下！！！！！！！

谢谢楼主！！！

sunyiping 发表于 2014-6-11 09:02
谢谢楼主！！！

赞

还是得先学好英语啊。。

谢谢分享！