Rondanini

Financial Library

Algorithmic trading

Execution algorithms, HFT technology, and systematic implementation.

3 published titles · Same filter in catalogue

Algorithmic trading & DMA

an introduction to direct access trading strategies

Barry Johnson · 2010 · Risk Books

This comprehensive guide delves into direct access trading strategies, focusing on algorithmic trading and its implications for market microstructure. It equips traders and analysts with the necessary mathematical models and practical insights to navigate the complexities of modern trading environments.

  • Algorithmic trading
  • Market microstructure
  • Quantitative methods

Flash Boys

A Wall Street Revolt

Michael Lewis · 2015 · W. W. Norton

In 'Flash Boys', Michael Lewis explores the intricacies of market structure and high-frequency trading (HFT) through a compelling narrative, revealing how these elements shape the financial landscape. The book provides insights into the mechanics of trading and the implications for market participants.

  • Market microstructure
  • Algorithmic trading

High-frequency trading

a practical guide to algorithmic strategies and trading system

Irene Aldridge · 2010 · John Wiley & Sons

This comprehensive guide explores high-frequency trading strategies and the underlying algorithmic systems that drive them. It provides practitioners with insights into market microstructure, execution techniques, and risk management practices essential for navigating the fast-paced trading environment.

  • Algorithmic trading
  • Market microstructure
  • Risk management