Handbook of High Frequency Trading

by Greg N. Gregoriou

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...

• Format: Hardcover
• Language: English
• ISBN: 0128022051
• ISBN13: 9780128022054
• Release Date: February 2015
• Publisher: Academic Press
• Length: 494 Pages
• Weight: 2.34 lbs.
• Dimensions: 1.1" x 7.5" x 9.3"