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Handbook of High Frequency Trading
From Academic Press
[PDF.qg98] Handbook of High Frequency Trading
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| #693985 in eBooks | 2015-02-10 | 2015-02-10 | File type: PDF||||"This handbook, expertly edited by Professor Gregoriou, provides a very thorough coverage of what is a new and complex field of study. It will be indispensable for both commercial and scholastic researchers." --Stephen Satchell, University of Sy
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...
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