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High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

Author: Irene Aldridge
Publisher: Wiley, 2013
June 13 2013
Private Event

About the Author - Irene Aldridge is an investment consultant, portfolio manager, a recognized expert on the subjects of quantitative investing and high-frequency trading (HFT) and a seasoned educator. Aldridge is currently Industry Professor of Financial and Risk Engineering at New York University (NYU), as well as Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD. At NYU, Aldridge specializes in cutting edge HFT research and teaches courses on HFT and Algorithmic execution. At ABLE Alpha, Aldridge designs, implements and deploys proprietary trading strategies. As part of her duties, Aldridge also advises broker-dealers, large hedge funds and government entities on high-frequency research and optimal strategy design, implementation of trading systems, and risk management and regulation of both high- and low frequency operations. At present, Aldridge has four HFT-related patents pending with the U.S. Patent and Trademark Office.

Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. Over the years, Aldridge has been called to contribute to numerous government regulatory panels, including the U.K. Government Foresight Committee for Future of Computer Trading and the U.S. Commodity Futures Trading Commission's Subcommittee on High-Frequency Trading.

Aldridge holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic, practitioner and mainstream media publications, including the Journal of Trading, Futures Magazine, Reuters HedgeWorld, Advanced Trading, FXWeek, FINalternatives, Dealing with Technology and Huffington Post.

Aldridge often appears on major television networks, including BBC, CNBC, FOX Business, CBC, BNN, German ZDF, and has been invited to discuss current economic issues on National Public Radio (NPR) and Bloomberg radio. In addition, Aldridge has been quoted by the New York Times, the Wall Street Journal, Associated Press, Financial Times, Thomson/Reuters, Bloomberg LP, Forbes and other major business news outlets.

About the Book - A fully revised second edition of the best guide to high-frequency trading

High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and practice of this discipline are essential to success. Whether you're an institutional investor seeking a better understanding of high-frequency operations or an individual investor looking for a new way to trade, this book has what you need to make the most of your time in today's dynamic markets.

Building on the success of the original edition, the Second Edition of High-Frequency Trading incorporates the latest research and questions that have come to light since the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light markets.

  • Includes numerous quantitative trading strategies and tools for building a high-frequency trading system
  • Address the most essential aspects of high-frequency trading, from formulation of ideas to performance evaluation
  • The book also includes a companion Website where selected sample trading strategies can be downloaded and tested
  • Written by respected industry expert Irene Aldridge

While interest in high-frequency trading continues to grow, little has been published to help investors understand and implement this approach—until now. This book has everything you need to gain a firm grip on how high-frequency trading works and what it takes to apply it to your everyday trading endeavors.