TY  - GEN
AU  - Aldridge, Irene, 1975-
TI  - High-frequency trading: a practical guide to algorithmic strategies and trading system
SN  - 9780470563762
U1  - 332.64 
PY  - 2010///
CY  - Hoboken, N.J.       
PB  - John Wiley and Sons.
KW  - Investment analysis
KW  - Portfolio management
KW  - Securities
KW  - Electronic trading of securities
N1  - Includes bibliographical references and index
N2  - This is 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. This title contains the tools and techniques needed for building a high-frequency trading system. It details the post-trade analysis process,  including key performance benchmarks and trade quality evaluation. It is 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.. (Source: www.alibris.com)
ER  -