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Searching for High-Frequency Trading Opportunities.

Author: Irene Aldridge
Publisher: Hoboken : Wiley, 2011.
Series: Wiley Global Finance Executive Select.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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,  Read more...
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Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Aldridge, Irene.
Searching for High-Frequency Trading Opportunities.
Hoboken : Wiley, ©2011
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Irene Aldridge
ISBN: 9781118006306 1118006305
OCLC Number: 895431377
Description: 1 online resource (42 pages).
Contents: Cover; Title Page; Copyright; Chapter 8: Searching for High-Frequency Trading; STATISTICAL PROPERTIES OF RETURNS; LINEAR ECONOMETRIC MODELS; VOLATILITY MODELING; NONLINEAR MODELS; CONCLUSION.
Series Title: Wiley Global Finance Executive Select.

Abstract:

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.

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