High-frequency trading : new realities for traders, markets and regulators / edited by David Easley, Marcos López de Prado and Maureen O'Hara..

Format
Book
Language
English
Published/​Created
  • London : Incisive Media, [2013]
  • ©2013
Description
xx, 236 pages : illustrations ; 24 cm

Availability

Available Online

Copies in the Library

Location Call Number Status Location Service Notes
Engineering Library - Stacks HG4521 .H533 2013 Browse related items Request

    Details

    Subject(s)
    Editor
    Notes
    "Risk books"--Cover.
    Bibliographic references
    Includes bibliographical references and index.
    Contents
    • 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.
    ISBN
    • 9781782720096
    • 178272009X
    OCLC
    874447976
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