عنوان

High-frequency trading :

178272009X

9781782720096

b585320

High-frequency trading :

[Book]

new realities for traders, markets and regulators

edited by David Easley, Marcos López de Prado and Maureen O'Hara..

London

Incisive Media, [

2013] ©2013

xx, 236 pages : illustrations ; 24 cm

Risk books--Cover.

The volume clock : insights into the high-frequency paradigm / David Easley, Marcos López de Prado, Maureen O'Hara --; Execution strategies in equity markets / Michael G. Sotiropoulos --; Execution strategies in fixed income markets / Robert Almgren --; High-frequency trading in FX markets / Anton Golub, Alexandre Dupuis, Richard B. Olsen --; Machine learning for market microstructure and high-frequency trading / Michael Kearns and Yuriy Nevmyvaka --; A "big data" study of microstructural volatility in futures markets / Kesheng Wu ... [et al.] --; Liquidity and toxicity contagion / David Easley, Marcos López de Prado,Maureen O'Hara --; Do algorithmic executions leak information? / George Sofianos, JuanJuan Xiang --; Implementation shortfall with transitory price effects / Terrence Hershott, Charles M. Jones, Albert J. Menkveld --; The regulatory challenge of high-frequency markets / Oliver Linton, Maureen O'Hara, J.P. Zigrand.

Electronic trading of securities.

Investments.

Programmhandel

edited by David Easley, Marcos López de Prado and Maureen O'Hara..

David Easley

Marcos Mailoc López de Prado

Maureen O'Hara

[Book]

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