"An exceptional compendium of high-frequency trading strategies and implementation guidelines. A must-read for anyone serious about trading in the 21st century." Click here to read other reviews.

HIGH-FREQUENCY TRADING
A Practical Guide to Algorithmic Strategies and Trading Systems

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High Frequency Trading

High-Frequency Trading, the new book by Irene Aldridge, 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.

                The book includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. The book also contains the tools and techniques needed for building a high-frequency trading system.

The High-Frequency Trading book is written for institutional and small investors alike.  The book explains in a step-by-step format how to build high-frequency trading strategies from start to finish, including the mathematics in the models, common approaches to data analysis, and potential pitfalls. This is a hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading.

  • Are you a systematic trader?  The book will show you new high-frequency strategies and point you in a direction of future research.
  • Are you a discretionary trader looking to make your trading more efficient with algorithms?  The book explains how to deploy computers to your advantage.
  • Are you an institutional investor seeking to include high-frequency trading strategies in your portfolio?  This book will guide you through the evaluation process of high-frequency trading strategies.
  • Are you a financial services executive pondering whether to allocate resources into development of high-frequency trading strategies? This book will help you to formulate a business case and appraise the high-frequency potential for your organization.
  • Are you a small investor looking to benefit from high-frequency trading?  The book discusses how to build your own high-frequency trading platforms from scratch.

ISBN: 9780470563762.  This is a Wiley book.

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