a practical guide to algorithmic strategies and trading systems /
Irene Aldridge.
2nd Edition.
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
2013.
Wiley trading series
Includes index.
Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and hft -- Market microstructure, orders, and limit order books -- High-frequency data -- End of chapter questions -- About the author -- About the website -- Index.