High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
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.
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.
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technological Innovations systems and hFt
Market Microstructure orders
What Is HighFrequency Data?
Overview of Execution Costs
statistical arbitrage strategies
Directional trading around events
automated Market Makingna´ve
additional hFt strategies Market Manipulation