High-frequency trading [electronic resource] : a practical guide to algorithmic strategies and trading systems / Irene Aldridge.
Material type:
- 332.64 23
- HG4529 .A43 2013eb
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Includes bibliographical references and index.
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and hft -- Market microstructure, orders, and limit order books -- High-frequency data -- End of chapter questions -- About the author -- About the website -- Index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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