£54.14

Cambridge University Press Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk)

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£54 today · all-time low £54 (Apr 2026) · usually £55

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£54.79 £53.69 £53.93 £54.17 £54.41 £54.65 £54.89 26 April 2026 15 May 2026 03 June 2026 22 June 2026 11 July 2026

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Description

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
08 June 2015
Listed Since
21 May 2015

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