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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,...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gregoriou, Greg N., 1956- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London, UK : Academic Press, 2015.
Temas:
Acceso en línea:Texto completo
Descripción
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