作者：IreneAldridge
出版社：Wiley
副标题：APracticalGuidetoAlgorithmicStrategiesandTradingSystems(WileyTrading)
出版年：2009-11-25
页数：339
定价：USD70.00
装帧：Hardcover
ISBN：9780470563762
内容简介
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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.
作者简介
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Irene Aldridge is Managing Partner, ABLE Alpha Trading, LTD., a proprietary trading vehicle, specializing in high-frequency systematic trading strategies.
Photography by Melissa O'Neal, New York, NY.
Find out the latest information about Irene by going to IreneAldridge.com
Also, remember to follow Irene on Twitter: twitter.com/irenealdridge
评论 ······
很系统。
讲得不清不楚的，很少技术性的东西
作者本身的东西不是很多, 引用了很多文献, 适合作为深入研究的入门教材.
英文版太麻烦，果断放弃读中文的，这个以后可以拿来参考。
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