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I m currently looking for this book, pls let me know if you have it.. Thx!
【作者(必填)】
David Easley, Marcos López de Prado and Maureen O’Hara
【文题(必填)】
High-Frequency Trading - New Realities for Traders, Markets and Regulators【年份(必填)】
21 Oct 2013
ISBN Book 9781782720096 / eBook 9781782720874
【全文链接或数据库名称(选填)】
Table of contentsPreface
David Easley, Marcos M. Lopez de Prado, Maureen O’Hara
1. The Volume Clock: Insights into the High-Frequency Paradigm
David Easley, Marcos Lopez de Prado, Maureen O’Hara
2. High Frequency Trading Strategies in FX Markets
Anton Golub, Alexandre Dupuis, Richard B. Olsen
3. Execution Strategies in Equity Markets
Michael G. Sotiropoulos
4. Execution Strategies in Fixed Income Markets
Robert Almgren
5. Machine Learning for Market Microstructure and High-Frequency Trading
Michael Kearns and Yuriy Nevmyvaka
6. A “Big Data” Study of Microstructural Volatility in Futures Markets
Kesheng Wu, E. Wes Bethel, Ming Gu, David Leinweber, Oliver Rübel
7. Liquidity and Toxicity Contagion
David Easley, Marcos Lopez de Prado, Maureen O’Hara
8. Do Algo Executions Leak Information?
George Sofianos and JuanJuan Xiang
9. Implementation Shortfall with Transitory Price Effects
Terrence Hendershott, Charles M. Jones, Albert J. Menkveld
10. The Regulatory Challenge of High-Frequency Markets
Oliver Linton, Maureen O’Hara, J.P. Zigrand
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