这项对高频交易的全面审查，不仅着眼于数学模型，也着眼于市场机制。数学模型是大多数高频交易书籍的主题。在25章中，研究人员探讨了高频市场动态、市场结构、后台流程和监管的复杂本质。他们深入研究计算基础设施，描述数据源、格式和所需的处理速率，以及软件架构和当前技术。它们还创造了背景，解释了自动交易系统的历史崛起、硬件和软件的相应技术进步，以及交易格局的演变。《高频交易手册》是为学生和专业人士编写的，他们想要的不仅仅是关于建模过程中的计量经济学的讨论，它解释了这种有争议的交易策略的全部内容。
Handbook of High Frequency Trading 1st Edition
This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the marketplace. In 25 chapters, researchers probe the intricate nature of high frequency market dynamics, market structure, back-office processes, and regulation. They look deeply into computing infrastructure, describing data sources, formats, and required processing rates as well as software architecture and current technologies. They also create contexts, explaining the historical rise of automated trading systems, corresponding technological advances in hardware and software, and the evolution of the trading landscape. Developed for students and professionals who want more than discussions on the econometrics of the modelling process, The Handbook of High Frequency Trading explains the entirety of this controversial trading strategy.
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