【最新好书，本站独家】All About High Frequency Trading

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All About High-Frequency Trading (All About Series) [Paperback]Michael Durbin

出版日期，2010年7月26日
        
            Michael Durbin          (Author)        
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Product Description    A DETAILED PRIMER ON TODAY'S MOST SOPHISTICATED    AND CONTROVERSIAL TRADING TECHNIQUE        Unfair . . . brilliant . . . illegal . . . inevitable. High-frequency trading has been described in many different ways, but one thing is for sure--it has transformed investing as we know it.        
All About High-Frequency Trading examines the practice of deploying advanced computer algorithms to read and interpret market activity, make trades, and pull in huge profi ts—all within milliseconds. Whatever your level of investing expertise, you'll gain valuable insight    from All About High-Frequency Trading's sober, objective explanations of:

• The markets in which high-frequency traders operate
• How high-frequency traders profi t from mispriced securities
• Statistical and algorithmic strategies used by high-frequency traders
• Technology and techniques for building a high-frequency trading system
• The ongoing debate over the benefi ts, risks, and ever-evolving future of high-frequency trading

   
  
      About the Author    Michael Durbin is an author and financial technology consultant specializing in the high-frequency trading of derivatives. He has taught at Duke University's Fuqua School of Business and the University of North Carolina's Kenan-Flagler Business School. Durbin    lives near Washington, DC.   


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关键词：Frequency Trading rading About freq 好书 All Trading About Frequency

Table of Contents

Preface v
Acknowledgments xiii
Chapter 1
Busted 1
Chapter 2
Trading 101 9
Chapter 3
Trading Strategies 43
Chapter 4
Achieving Speed 95
Chapter 5
Under the Hood 131
Chapter 6
The High-Frequency Trading Debate 173
Now What? 195
Glossary 197
Bibliography 215
Index 219

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High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading) [Hardcover]Irene Aldridge
        
            Irene Aldridge          (Author)       
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2009年11月25日出版



Product Description    A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading
    Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading.      
This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail.      

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

      Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.

谢谢分享，下载学习。。。

这是个热门啊，实战国内跟踪的很少，据我所知。

我好穷，3个论坛币也没有。。。

Thank you for sharing.

谢楼主，好东西，下了

Thank you for sharing.