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Risk Books: High-Frequency Trading Extract

Company: Risk Books

Risk Books case study

Category: Trading Systems

Published: 25 November 2013

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Overview

With chapters written by the leading practitioners and academics in the area the book will show you how issues such as big data come into play, how high-frequency should affect optimal execution algorithms and how markets inter-connect in new ways that affect volatility and market stability. Contributors also discuss the new regulatory challenges that arise in the high frequency world.
Chapters include:
• Machine Learning for Market Microstructure and High-Frequency Trading (Michael Kearns and Yuriy Nevmyvaka)
• Execution Strategies in Fixed Income Markets (Robert Almgren)
• The Regulatory Challenge of High-Frequency Markets (Oliver Linton, Maureen O'Hara and J.P. Zigrand)
• Do Algo Executions Leak Information? (George Sofianos and JuanJuan Xiang)
This book is essential reading for anybody who wants or needs to learn about this changing subject area, including institutional traders, exchanges and trading system operators, regulators and academics.
Read the introduction and get a feel for this cutting-edge book here.

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