Algorithmic and High-Frequency Trading - Cartea, Alvaro (University College London) a Jaimungal, Sebastian (University of Toronto) a Penalva, Jose (Universidad Carlos III de Madrid)

This cutting-edge textbook shows how to build the advanced mathematical models that underpin modern trading algorithms. 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 book is for you.