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" High-frequency trading : "
edited by David Easley, Marcos López de Prado and Maureen O'Hara..
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BL
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| Record Number
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765339
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b585320
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| Main Entry
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edited by David Easley, Marcos López de Prado and Maureen O'Hara..
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| Title & Author
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High-frequency trading : : new realities for traders, markets and regulators\ edited by David Easley, Marcos López de Prado and Maureen O'Hara..
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| Publication Statement
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London : Incisive Media, [, 2013] ©2013
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xx, 236 pages : illustrations ; 24 cm
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| ISBN
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178272009X
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: 9781782720096
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| Notes
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Risk books--Cover.
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| Contents
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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.
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| Subject
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Electronic trading of securities.
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Investments.
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Programmhandel
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| LC Classification
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HG4501.E358 9999
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| Added Entry
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David Easley
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Marcos Mailoc López de Prado
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Maureen O'Hara
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