Hooks Book Events Calendar
High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems
June 13 2013
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.
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.
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.