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High Frequency Trading and Limit Order Book Dynamics
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Pages: 377
Authors: Ingmar Nolte
Categories: Business & Economics
Type: BOOK - Published: 2016-04-14 - Publisher: Routledge

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This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address cri
Algorithmic and High-Frequency Trading
Language: en
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Authors: Álvaro Cartea
Categories: Mathematics
Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press

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The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
Limit Order Books
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Pages: 242
Authors: Frédéric Abergel
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Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

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A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord
High-Frequency Trading
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Authors: Irene Aldridge
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Type: BOOK - Published: 2013-04-22 - Publisher: John Wiley & Sons

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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
All About High-Frequency Trading
Language: en
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Authors: Michael Durbin
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Type: BOOK - Published: 2010-07-16 - Publisher: McGraw Hill Professional

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A DETAILED PRIMER ON TODAY'S MOST SOPHISTICATED AND CONTROVERSIAL TRADING TECHNIQUE Unfair . . . brilliant . . . illegal . . . inevitable. High-frequency tradin