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Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
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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 sta
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A DETAILED PRIMER ON TODAY'S MOST SOPHISTICATED AND CONTROVERSIAL TRADING TECHNIQUE Unfair . . . brilliant . . . illegal . . . inevitable. High-frequency tradin