Book LibraryEconomics高频交易:算法策略与交易系统实用指南
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高频交易:算法策略与交易系统实用指南

by Irene Aldridge
18.0 minutes

A fully revised second edition of the best guide to high-frequency tradingHigh-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...The EPUB format of this title may not be compatible for use on all handheld devices.

Key Points

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Target Audience

本书的目标读者是对高频交易感兴趣的专业人士、机构投资者和个人交易者。读者应具备一定的金融市场知识和量化分析能力,以便更好地理解书中的概念和策略。此外,对计算机编程和算法交易有一定了解的读者也能从中受益。

Author Background

Irene Aldridge 拥有 INSEAD 的 MBA 学位、哥伦比亚大学金融工程硕士学位以及纽约库珀联盟学院的电气工程学士学位。她是一位投资顾问、投资组合经理、量化投资和高频交易领域的公认专家,也是一位经验丰富的教育家。她是 ABLE Alpha Trading, LTD 的管理合伙人和量化投资组合经理,ABLE Alpha Trading, LTD 是一家专门从事量化和高频交易策略的投资咨询公司和自营交易机构。在加入 ABLE Alpha 之前,Aldridge 女士曾在华尔街和多伦多的多家机构工作过,包括高盛和 CIBC。多年来,Aldridge 女士一直被邀请为众多政府监管小组做出贡献,包括英国政府计算机交易未来远见委员会和美国商品期货交易委员会高频交易小组委员会。

Historical Context

本书创作于高频交易行业蓬勃发展但监管日益严格的时期。2008年金融危机后,高频交易在市场中的作用备受争议,促使监管机构加强对算法交易的审查。本书旨在为读者提供关于高频交易的实践指导,并帮助他们理解这一快速发展的领域。

Chapter Summary

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