This book covers all aspects of high-frequency trading, fromformulation of ideas through the development of trading systems toapplication of capital and subsequent performance evaluation. Italso includes numerous quantitative trading strategies (with somelike market microstructure, event arbitrage, and deviationsarbitrage being discussed in great detail) and tools and techniquesfor how to build a high-frequency trading system. Finally,High-Frequency Trading discusses the post-trade analysis process,including key performance benchmarks and trade qualityevaluation.
【作者简介】
Irene Aldridge is an expert on the subject of high-frequency trading. She is currently a Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD, a proprietary trading vehicle specializing in high-frequency systematic trading strategies. Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. She also taught finance at the University of Toronto. She holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic and practitioner publications, including the Journal of Trading, E-Forex, HedgeWorld, FXWeek, FINalternatives, and Dealing with Technology. She also appears frequently on business television, including appearances on CNBC, Fox Business, and The Daily Show with Jon Stewart. Aldridge has been quoted by Bloomberg LP and other major business news outlets.
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