TY - BOOK AU - Aldridge,Irene TI - High-frequency trading : a practical guide to algorithmic strategies and trading systems T2 - Wiley trading series SN - 9781118343500 AV - HG4529 .A43 2013 U1 - 332.64 22 PY - 2013/// CY - New Jersey PB - John Wiley & Sons KW - Investment analysis KW - Portfolio management KW - Securities KW - Electronic trading of securities N1 - Includes index; Preface -- Acknowledgments -- How modern markets differ from those past -- Technological innovations, systems, and hft -- Market microstructure, orders, and limit order books -- High-frequency data -- End of chapter questions -- About the author -- About the website -- Index ER -