High-Frequency Trading : A Practical Guide to Algorithmic Strategies and Trading Systems

作者：IreneAldridge

出版社：Wiley

副标题：APracticalGuidetoAlgorithmicStrategiesandTradingSystems

出版年：2013-4-22

页数：320

定价：USD80.00

装帧：Hardcover

ISBN：9781118343500

内容简介
······

A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets. Includes numerous quantitative trading strategies and tools for building a high-frequency trading system Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation The book also includes a companion Website where selected sample trading strategies can be downloaded and tested Written by respected industry expert Irene Aldridge While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach-until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.

作者简介
······

艾琳·奥尔德里奇（Irene Aldridge）

是ABLE阿尔法交易有限公司的合伙人以及量化投资组合经理，ABLE阿尔法是一家专业使用高频系统交易策略的专属投资公司。她还是AbleMarkets.com的创始人之一，该网站向机构及散户提供最新高频交易研究成果。

在加入ABLE阿尔法之前，艾琳·奥尔德里奇还在华尔街和多伦多的多家金融机构任职，其中包括高盛和加拿大帝国商业银行。她还曾经在多伦多大学教授金融学。她拥有欧洲工商管理学院MBA学位，哥伦比亚大学金融工程理学硕士学位，以及纽约库珀联合学院电气工程工学学士学位。

奥尔德里奇是众多顶级行业聚会的演讲嘉宾以及学术和前沿出版物的撰稿人，这些刊物包括Journal of Trading，Journal of Alternative Investments，E-Forex，HedgeWorld，FXweek，FINalternatives，Wealth Manager和Dealing With Technology等。她还经常在商业电视节目中露面，其中包括CNBC，Fox Business，和The Daily Show with Jon Stewart等。

评论 ······

比第一版好不少，update了很多东西

讲的不清楚

作为入门读物不错，作为专业书籍还是太基础了。 @2016-06-12 23:46:29

讲的不清楚

• 下载电子版：下载地址
• 购买纸质版：京东商城
• 购买纸质版：当当网