Rondanini

Financial Library

Anonymous shelf assessment

Introduction to High-Frequency Trading

Shelf score 7.5 / 10

On High-Frequency Trading · Irene Aldridge · John Wiley & Sons

Published 22 March 2026

This book provides a specialist overview of high-frequency trading strategies and infrastructure.

Overview

High-Frequency Trading by Irene Aldridge serves as an accessible introduction to the complex world of high-frequency trading (HFT). It covers various strategy families, the necessary infrastructure, execution processes, and the economics underpinning ultra-fast markets. The text aims to demystify HFT, presenting it as an engineering and market-structure challenge rather than merely a sensationalised topic.

Targeted at electronic trading professionals, market-structure students, and finance technologists, this book is structured to facilitate understanding of HFT mechanisms. It offers insights into the rapid innovations within financial markets, driven by advancements in computer power and algorithmic development, making it relevant for those looking to navigate this evolving investment discipline.

By area & interest

  • Target Audience

    This book is best suited for traders, analysts, and students interested in the intricacies of high-frequency trading and market microstructure.

  • Content Overview

    The text covers a range of topics including the formulation of trading strategies, development of trading systems, and performance evaluation, providing a comprehensive guide for practitioners.

  • Educational Value

    It serves as a useful resource for those seeking to understand the technical and economic aspects of HFT, making complex concepts more accessible.

Basis of this assessment

This assessment is based on the catalogue description and Google Books metadata.

Strengths

The book offers a focused introduction to high-frequency trading, with a clear structure that aids comprehension. It effectively demystifies HFT mechanisms, making it suitable for readers with an intermediate understanding of finance.

Limitations

While it provides a solid introductory framework, the book may not delve deeply enough into highly technical aspects, which could limit its usefulness for advanced practitioners.

Ideal reader

Ideal readers include electronic trading professionals, market-structure students, and finance technologists looking to enhance their understanding of high-frequency trading.

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Introduction to High-Frequency Trading · Rondanini Financial Library