High-frequency trading [electronic resource] : a practical guide to algorithmic strategies and trading systems / Irene Aldridge.
By: Aldridge, Irene.
Contributor(s): ebrary, Inc.
Material type: BookSeries: Wiley trading series: Publisher: Hoboken, N.J. : Wiley, 2013Edition: 2nd ed.Description: xiii, 306 p. : ill.Subject(s): Investment analysis | Portfolio management | Securities | Electronic trading of securitiesGenre/Form: Electronic books.DDC classification: 332.64 Online resources: An electronic book accessible through the World Wide Web; click to viewItem type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
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E-book | IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10684965 | 1 | Available |
Includes bibliographical references and index.
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and hft -- Market microstructure, orders, and limit order books -- High-frequency data -- End of chapter questions -- About the author -- About the website -- Index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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