All About High Frequency Trading

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High-Frequency Trading

Author : Irene Aldridge
Publisher : John Wiley and Sons
Page : 368 pages
File Size : 48,8 Mb
Release : 2009-12-22
Category : Business & Economics
ISBN : 0470579773

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High-Frequency Trading by Irene Aldridge Pdf

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.

All About High-Frequency Trading

Author : Michael Durbin
Publisher : McGraw Hill Professional
Page : 240 pages
File Size : 51,9 Mb
Release : 2010-07-16
Category : Business & Economics
ISBN : 9780071743457

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All About High-Frequency Trading by Michael Durbin Pdf

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

Algorithmic and High-Frequency Trading

Author : Álvaro Cartea,Sebastian Jaimungal,José Penalva
Publisher : Cambridge University Press
Page : 360 pages
File Size : 52,6 Mb
Release : 2015-08-06
Category : Business & Economics
ISBN : 9781107091146

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Algorithmic and High-Frequency Trading by Álvaro Cartea,Sebastian Jaimungal,José Penalva Pdf

A straightforward guide to the mathematics of algorithmic trading that reflects cutting-edge research.

Handbook of High Frequency Trading

Author : Greg N. Gregoriou
Publisher : Academic Press
Page : 494 pages
File Size : 53,8 Mb
Release : 2015-02-10
Category : Business & Economics
ISBN : 9780128023624

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Handbook of High Frequency Trading by Greg N. Gregoriou Pdf

This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy. Answers all questions about high frequency trading without being limited to mathematical modelling Illuminates market dynamics, processes, and regulations Explains how high frequency trading evolved and predicts its future developments

High-Frequency Trading

Author : Irene Aldridge
Publisher : John Wiley & Sons
Page : 326 pages
File Size : 42,7 Mb
Release : 2013-04-22
Category : Business & Economics
ISBN : 9781118343500

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High-Frequency Trading by Irene Aldridge Pdf

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.

Flash Boys: A Wall Street Revolt

Author : Michael Lewis
Publisher : W. W. Norton & Company
Page : 288 pages
File Size : 42,9 Mb
Release : 2014-03-31
Category : Business & Economics
ISBN : 9780393244663

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Flash Boys: A Wall Street Revolt by Michael Lewis Pdf

Argues that post-crisis Wall Street continues to be controlled by large banks and explains how a small, diverse group of Wall Street men have banded together to reform the financial markets.

High Frequency Trading and Limit Order Book Dynamics

Author : Ingmar Nolte,Mark Salmon,Chris Adcock
Publisher : Routledge
Page : 320 pages
File Size : 44,9 Mb
Release : 2016-04-14
Category : Business & Economics
ISBN : 9781317570769

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High Frequency Trading and Limit Order Book Dynamics by Ingmar Nolte,Mark Salmon,Chris Adcock Pdf

This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area. The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.

A Tea Reader

Author : Katrina Avila Munichiello
Publisher : Tuttle Publishing
Page : 256 pages
File Size : 55,8 Mb
Release : 2017-03-21
Category : Literary Collections
ISBN : 0804848998

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A Tea Reader by Katrina Avila Munichiello Pdf

A Tea Reader contains a selection of stories that cover the spectrum of life. This anthology shares the ways that tea has changed lives through personal, intimate stories. Read of deep family moments, conquered heartbreak, and peace found in the face of loss. A Tea Reader includes stories from all types of tea people: people brought up in the tea tradition, those newly discovering it, classic writings from long-ago tea lovers and those making tea a career. Together these tales create a new image of a tea drinker. They show that tea is not simply something you drink, but it also provides quiet moments for making important decisions, a catalyst for conversation, and the energy we sometimes need to operate in our lives. The stories found in A Tea Reader cover the spectrum of life, such as the development of new friendships, beginning new careers, taking dream journeys, and essentially sharing the deep moments of life with friends and families. Whether you are a tea lover or not, here you will discover stories that speak to you and inspire you. Sit down, grab a cup, and read on.

High-frequency Trading

Author : David Easley,Marcos López de Prado,Maureen O'Hara
Publisher : Unknown
Page : 236 pages
File Size : 55,5 Mb
Release : 2013-09-30
Category : Electronic trading of securities
ISBN : 178272009X

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High-frequency Trading by David Easley,Marcos López de Prado,Maureen O'Hara Pdf

Broken Markets

Author : Sal Arnuk,Joseph Saluzzi
Publisher : FT Press
Page : 317 pages
File Size : 45,5 Mb
Release : 2012-05-22
Category : Business & Economics
ISBN : 9780132875264

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Broken Markets by Sal Arnuk,Joseph Saluzzi Pdf

The markets have evolved at breakneck speed during the past decade, and change has accelerated dramatically since 2007's disastrous regulatory "reforms." An unrelenting focus on technology, hyper-short-term trading, speed, and volume has eclipsed sanity: markets have been hijacked by high-powered interests at the expense of investors and the entire capital-raising process. A small consortium of players is making billions by skimming and scalping unaware investors -- and, in so doing, they've transformed our markets from the world's envy into a barren wasteland of terror. Since these events began, Themis Trading's Joe Saluzzi and Sal Arnuk have offered an unwavering voice of reasoned dissent. Their small brokerage has stood up against the hijackers in every venue: their daily writings are now followed by investors, regulators, the media, and "Main Street" investors worldwide. Saluzzi and Arnuk don't take prisoners! Now, in Broken Markets, they explain how all this happened, who did it, what it means, and what's coming next. You'll understand the true implications of events ranging from the crash of 1987 to the "Flash Crash" -- and discover what it all means to you and your future. Warning: you will get angry (if you aren't already). But you'll know exactly why you're angry, who you're angry at, and what needs to be done!

Trading at the Speed of Light

Author : Donald MacKenzie
Publisher : Princeton University Press
Page : 304 pages
File Size : 43,8 Mb
Release : 2023-01-31
Category : Business & Economics
ISBN : 9780691217789

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Trading at the Speed of Light by Donald MacKenzie Pdf

A remarkable look at how the growth, technology, and politics of high-frequency trading have altered global financial markets In today’s financial markets, trading floors on which brokers buy and sell shares face-to-face have increasingly been replaced by lightning-fast electronic systems that use algorithms to execute astounding volumes of transactions. Trading at the Speed of Light tells the story of this epic transformation. Donald MacKenzie shows how in the 1990s, in what were then the disreputable margins of the US financial system, a new approach to trading—automated high-frequency trading or HFT—began and then spread throughout the world. HFT has brought new efficiency to global trading, but has also created an unrelenting race for speed, leading to a systematic, subterranean battle among HFT algorithms. In HFT, time is measured in nanoseconds (billionths of a second), and in a nanosecond the fastest possible signal—light in a vacuum—can travel only thirty centimeters, or roughly a foot. That makes HFT exquisitely sensitive to the length and transmission capacity of the cables connecting computer servers to the exchanges’ systems and to the location of the microwave towers that carry signals between computer datacenters. Drawing from more than 300 interviews with high-frequency traders, the people who supply them with technological and communication capabilities, exchange staff, regulators, and many others, MacKenzie reveals the extraordinary efforts expended to speed up every aspect of trading. He looks at how in some markets big banks have fought off the challenge from HFT firms, and how exchanges sometimes engineer technical systems to favor certain types of algorithms over others. Focusing on the material, political, and economic characteristics of high-frequency trading, Trading at the Speed of Light offers a unique glimpse into its influence on global finance and where it could lead us in the future.

Dark Pools and High Frequency Trading For Dummies

Author : Jay Vaananen
Publisher : John Wiley & Sons
Page : 253 pages
File Size : 45,5 Mb
Release : 2015-02-23
Category : Business & Economics
ISBN : 9781118879191

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Dark Pools and High Frequency Trading For Dummies by Jay Vaananen Pdf

A plain English guide to high frequency trading and off-exchange trading practices In Dark Pools & High Frequency Trading For Dummies, senior private banker Jukka Vaananen has created an indispensable and friendly guide to what really goes on inside dark pools, what rewards you can reap as an investor and how wider stock markets and pricing may be affected by dark pools. Written with the classic For Dummies style that has become a hallmark of the brand, Vaananen makes this complex material easy to understand with an insider's look into the topic. The book takes a detailed look at the pros and the cons of trading in dark pools, and how this type of trading differs from more traditional routes. It also examines how dark pools are currently regulated, and how the regulatory landscape may be changing. Learn what types of dark pools exist, and how a typical transaction works Discover the rules and regulations for dark pools, and some of the downsides to trading Explore how dark pools can benefit investors and banks, and who can trade in them Recognize the ins and outs of automated and high frequency trading Because dark pools allow companies to trade stocks anonymously and away from the public exchange, they are not subject to the peaks and troughs of the stock market, and have only recently begun to take off in a big way. Written with investors and finance students in mind, Dark Pools & High Frequency Trading For Dummies is the ultimate reference guide for anyone looking to understand dark pools and dark liquidity, including the different order types and key HFT strategies.

High Frequency Trading Models, + Website

Author : Gewei Ye
Publisher : Yeswici LLC
Page : 46 pages
File Size : 55,8 Mb
Release : 2011
Category : Business & Economics
ISBN : 9780470633731

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High Frequency Trading Models, + Website by Gewei Ye Pdf

High frequency trading has swept Wall Street in the past year, creating stunning profits for top tier banks and specialized trading firms. Given the success, many hedge funds and other types of trading firms are implementing or expanding high frequency strategies. As competition increases, existing strategies will become less profitable and new high-frequency strategies will be developed. In High Frequency Trading Models + Website, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, such as rebate trading, arbitrage, flash trading, and other types of trading, which exploit order flow imbalances and temporary pricing inefficiencies. He explains how to develop a HFT trading system and introduces his own system for building high frequency strategies based on behavioral algorithms. Finally, he discusses how to improve current institutional HFT strategies and suggests directions for new strategies.

High-frequency Trading And Probability Theory

Author : Wang Zhaodong,Zheng Weian
Publisher : World Scientific
Page : 192 pages
File Size : 48,9 Mb
Release : 2014-09-11
Category : Business & Economics
ISBN : 9789814616539

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High-frequency Trading And Probability Theory by Wang Zhaodong,Zheng Weian Pdf

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.

Inside the Black Box

Author : Rishi K. Narang
Publisher : John Wiley & Sons
Page : 343 pages
File Size : 50,7 Mb
Release : 2013-03-25
Category : Business & Economics
ISBN : 9781118362419

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Inside the Black Box by Rishi K. Narang Pdf

New edition of book that demystifies quant and algo trading In this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world examples and informative anecdotes—a reliable resource takes you on a detailed tour through the black box. He skillfully sheds light upon the work that quants do, lifting the veil of mystery around quantitative trading and allowing anyone interested in doing so to understand quants and their strategies. This new edition includes information on High Frequency Trading. Offers an update on the bestselling book for explaining in non-mathematical terms what quant and algo trading are and how they work Provides key information for investors to evaluate the best hedge fund investments Explains how quant strategies fit into a portfolio, why they are valuable, and how to evaluate a quant manager This new edition of Inside the Black Box explains quant investing without the jargon and goes a long way toward educating investment professionals.