The handbook of high frequency trading /
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes,...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
London, UK :
Academic Press,
2015.
|
Temas: | |
Acceso en línea: | Texto completo |
Sumario: | This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technologi. |
---|---|
Notas: | Includes index. |
Descripción Física: | 1 online resource |
Bibliografía: | Includes bibliographical references and index. |
ISBN: | 9780128023624 0128023627 9781322963143 1322963142 0128022051 9780128022054 |