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Author
Series
Publisher
Wiley
Pub. Date
©2010
Physical Desc
1 online resource (xi, 339 pages) : illustrations.
Language
English
Description
"This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Interest in high-frequency trading has exploded over the past year. This book has...
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