Automated trading systems find their purest form in high-frequency strategies where speed of calculation and execution are the competitive advantage. Other systems, where milliseconds are not necessarily of the essence, may be fully automated or partially automated. This text will focus on introducing programming and design concepts for higher frequency systems.
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John Wiley, 2013. — 225 p. This book is a practical guide to algorithmic trading strategies that can be readily implemented by both retail and institutional traders. It is not an academic treatise on financial theory. Rather, I hope to make accessible to the reader some of the most useful financial research done in the past few decades, mixing them with insights I gained from...
John Wiley, 2013. — 382 p. Professional Automated Trading, Theory and Practice: comes from several years of research and practice of successful implementation of automated systematic trading strategies in the context of proprietary trading at a few major financial institutions and my own firm. On one hand, trading is a science that is based on a variety of techniques coming...
N.-Y.: Academic Press, 2015. — 494 p. 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...
Wiley, 2013. – 1232 p. – 5th ed. – ISBN: 1118043561, 9781118043561 The ultimate guide to trading systems, fully revised and updated For nearly thirty years, professional and individual traders have turned to Trading Systems and Methods for detailed information on indicators, programs, algorithms, and systems, and now this fully revised Fifth Edition updates coverage for today's...
Wiley, 2016. — 361 p. — (Wiley Trading). — ISBN: 9781119262961. The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade. You'll explore the broad spectrum of...
Singapore: World Scientific Publishing Company, 2014. - 150 p. This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous...
