High Frequency Trading: A Practical Guide To Algorithmic Strategies And Trading Systems
Aldridge%20-%20High-Frequency%20Trading%20A%20Practical%20Guide%20to%20Algorithmic%20Strategies%20and%20Trading%20Systems
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- High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
- Contents
- Acknowledgments
- Chapter 1: Introduction
- Chapter 2: Evolution of High-Frequency Trading
- Chapter 3: Overview of the Business of High-Frequency Trading
- Chapter 4: Financial Markets Suitable for High-Frequency Trading
- Chapter 5: Evaluating Performance of High-Frequency Strategies
- Chapter 6: Orders, Traders, and Their Applicability to High-Frequency Trading
- Chapter 7: Market Inefficiency and Profit Opportunities at Different Frequencies
- Chapter 8: Searching for High-Frequency Trading Opportunities
- Chapter 9: Working with Tick Data
- Chapter 10: Trading on Market Microstructure
- Chapter 11: Trading on Market Microstructure
- Chapter 12: Event Arbitrage
- Chapter 13: Statistical Arbitrage in High-Frequency Settings
- Chapter 14: Creating and Managing Portfolios of High-Frequency Strategies
- Chapter 15: Back-Testing Trading Models
- Chapter 16: Implementing High-Frequency Trading Systems
- Chapter 17: Risk Management
- Chapter 18: Executing and Monitoring High-Frequency Trading
- Chapter 19: Post-Trade Profitability Analysis
- References
- About the Web Site
- About the Author
- Index