High-Frequency Trading-New Realities for Traders, Markets and Regulators

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

For those who want this. High-Frequency Trading.pdf (2.69 MB, 需要: 2 个论坛币)

2015-6-11 15:09:24 上传

New Realities for Traders, Markets and Regulators
需要: 2 个论坛币  [购买]

Chapter 1 argues that HFT is not simply faster trading, but
instead represents a new paradigm for trading financial assets. This
paradigm is volume-based, reflecting that machines operate not on
a time basis but rather on an event basis.
Chapters 2–4 then discuss in detail how high-frequency trad-
ing “works” in equity markets, fixed-income futures markets and
foreign exchange markets.
In Chapter 3 Robert Almgren examines the distinctive features
of trading futures on interest rate products.

In Chapter 4, Anton Golub, Alexandre Dupuis and Richard B.
Olsen describe the unique market structure of foreign exchange (FX)
trading and the main algorithms used in the industry.

In Chapter 5, Michael Kearns and Yuriy Nevmy-
vaka discuss the role that machine learning plays in developing
predictive algorithms for high-frequency trading.

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0 收藏2 回帖

关键词：regulators Regulator Realities Frequency Markets represents machines exchange discuss operate

thx for sharing. PLEASE ADD SOME DETAILS ABOUT THIS BOOK TO YOUR POST.

see.................

thanks for sharing.

thanks ..

thanks for sharing.