You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Explains the mathematics, theory, and methods of Big Data as applied to finance and investing Data science has fundamentally changed Wall Street—applied mathematics and software code are increasingly driving finance and investment-decision tools. Big Data Science in Finance examines the mathematics, theory, and practical use of the revolutionary techniques that are transforming the industry. Designed for mathematically-advanced students and discerning financial practitioners alike, this energizing book presents new, cutting-edge content based on world-class research taught in the leading Financial Mathematics and Engineering programs in the world. Marco Avellaneda, a leader in quantitative...
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 stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to...
Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time frames, and while risks are emerging faster and in greater volume than ever before, traditional risk management approaches are too slow to be relevant. This book describes market microstructure and modern risks, and presents a new way of thinking about risk management in today's high-speed world. Accessible, straightforward explanations shed light on little-underst...
The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance...
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 stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to...
Praise for High-Frequency Trading "A well thought out, practical guide covering all aspects of high-frequency trading and of systematic trading in general. I recommend this book highly." Igor Tulchinsky, CEO, WorldQuant, LLC "For traditional fundamental and technical analysts, Irene Aldridge's book has the effect a first read of quantum physics would have had on traditional Newtonian physicists: eye-opening, challenging, and enlightening." Neal M. Epstein, CFA, Managing Director, Research & Product Management, Proctor Investment Managers LLC Interest in high-frequency trading continues to grow, yet little has been published to help investors understand and implement high-frequency trading sy...
High frequency trading has swept Wall Street in the past year, creating stunning profits for top tier banks and specialized trading firms. Given the success, many hedge funds and other types of trading firms are implementing or expanding high frequency strategies. As competition increases, existing strategies will become less profitable and new high-frequency strategies will be developed. In High Frequency Trading Models + Website, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, such as rebate trading, arbitrage, flash trading, and other types of trading, which exploit order flow imbalances and temporary pricing inefficiencies. He explains how to develop a HFT trading system and introduces his own system for building high frequency strategies based on behavioral algorithms. Finally, he discusses how to improve current institutional HFT strategies and suggests directions for new strategies.
This book is the long awaited guide for anyone interested in renewables at home or work. It sweeps away scores of common misconceptions while clearly illustrating the best in renewable and energy efficiency technologies. A fully illustrated guide to renewable energy for the home and small business, the book provides an expert overview of precisely which sustainable energy technologies are appropriate for wide-spread domestic and small business application. The sections on different renewable energy options provide detailed descriptions of each technology along with case studies, installation diagrams and colour photographs, showing precisely what is possible for the average household. The ch...
Electronic and algorithmic trading has become part of a mainstream response to buy-side traders' need to move large blocks of shares with minimum market impact in today's complex institutional trading environment. This book illustrates an overview of key providers in the marketplace. With electronic trading platforms becoming increasingly sophisticated, more cost effective measures handling larger order flow is becoming a reality. The higher reliance on electronic trading has had profound implications for vendors and users of information and trading products. Broker dealers providing solutions through their products are facing changes in their business models such as: relationships with sell...