High-frequency trading [electronic resource] : a practical guide to algorithmic strategies and trading systems / Irene Aldridge.

By:

Aldridge, Irene, 1975-

Contributor(s):

ebrary, Inc

Material type:

TextSeries: Wiley trading seriesPublication details: Hoboken, N.J. : Wiley, 2013.Edition: 2nd edDescription: xiii, 306 p. : illSubject(s):

Genre/Form:

Electronic books.

DDC classification:

332.64 23

LOC classification:

HG4529 .A43 2013eb

Online resources:

An electronic book accessible through the World Wide Web; click to view

Contents:

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.

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Includes bibliographical references and 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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