Handbook of High Frequency Trading
Book Details
Format
Hardback or Cased Book
ISBN-10
0128022051
ISBN-13
9780128022054
Publisher
Elsevier Science Publishing Co Inc
Imprint
Academic Press Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Feb 4th, 2015
Print length
494 Pages
Weight
1,170 grams
Dimensions
24.80 x 20.10 x 3.40 cms
Product Classification:
Stocks & shares
Ksh 15,650.00
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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.
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