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A well thought out, practical guide covering all aspects of high-frequency trading and of systematic trading in general. I recommend this book highly. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems4 Oct high-frequency trading: a practical guide to algorithmic strategies and trading systems 2011 .. Part I: Why design a mechanical trading system & First Steps .. a repeating pattern jumping off the screen at you, the design of a trading system ..

high frequency trading a practical guide to algorithmic strategies pdf

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As a private speculator with experience programming and operating algorithmic trading systems on somewhat longer timeframes than microseconds, I find Irene Aldridge's "High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems" an informative and useful reference book on the subject. Whether or not the shortcomings noted by other reviewers are technically … Buy High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge from Boffins Books in Perth, Australia. Hardcover, published in 2013 by Wiley Australia. Hardcover, published in 2013 by Wiley Australia.

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