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High-Frequency Trading

"A well thought out, practical guide covering all aspects of high-frequency trading and of systematic trading in general. I recommend this book highly."
Igor Tulchinsky, CEO, WorldQuant, LLC

"For traditional fundamental and technical analysts, Irene Aldridge's book has the effect a first read of quantum physics would have had on traditional Newtonian physicists: eye-opening, challenging, and enlightening."
Neal M. Epstein, CFA, Managing Director, Research & Product Management, Proctor Investment Managers LLC

Interest in high-frequency trading continues to grow, yet little has been published to help investors understand and implement high-frequency trading systems 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 this approach to your trading endeavors.

Written by industry expert Irene Aldridge, High-Frequency Trading offers innovative insights into this dynamic discipline. Covering all aspects of high-frequency trading from the formulation of ideas and the development of trading systems to application of capital and subsequent performance evaluation this reliable resource will put you in a better position to excel in today's turbulent markets.