High-Frequency Trading / Wiley Trading Series (PDF)

A fully revised second edition of the best guide to
high-frequency trading

High-frequency trading is a difficult, but profitable, endeavor
that can generate stable profits in various market conditions. But
solid footing in both the theory and practice of this discipline
are essential to success. Whether you're an institutional investor
seeking a better understanding of high-frequency operations or an
individual investor looking for a new way to trade, this book has
what you need to make the most of your time in today's dynamic
markets.

Building on the success of the original edition, the Second
Edition of High-Frequency Trading incorporates the
latest research and questions that have come to light since the
publication of the first edition. It skillfully covers everything
from new portfolio management techniques for high-frequency trading
and the latest technological developments enabling HFT to updated
risk management strategies and how to safeguard information and
order flow in both dark and light markets.

* Includes numerous quantitative trading strategies and tools for
building a high-frequency trading system

* Address the most essential aspects of high-frequency trading,
from formulation of ideas to performance evaluation

* The book also includes a companion Website where selected
sample trading strategies can be downloaded and tested

* Written by respected industry expert Irene Aldridge

While interest in high-frequency trading continues to grow,
little has been published to help investors understand and
implement this approach--until now. This book has everything
you need to gain a firm grip on how high-frequency trading works
and what it takes to apply it to your everyday trading
endeavors.