Skip to main content

Save up to 30% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 30% on print and eBooks.

Handbook of High Frequency Trading

  • 1st Edition - February 4, 2015
  • Editor: Greg N. Gregoriou
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 1 2 - 8 0 2 2 0 5 - 4
  • eBook ISBN:
    9 7 8 - 0 - 1 2 - 8 0 2 3 6 2 - 4

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 ch… Read more

Handbook of High Frequency Trading

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote

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 and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy.