"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.

A Practical Guide to Algorithmic Strategies and Trading Systems, 2nd Edition

Teach/LearnBrowse and download editable teaching PPT slides based on the book.

DownloadDownload high-frequency historical data.

ExecuteTest performance of an HFT strategy on selected securities.

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