搜到一些高频交易的介绍性的书籍,这方面书籍就我所知比较少,而且大多都是介绍性的。目前搜索到一下几本。
High Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems, Irene Aldridge
中文译本 《高频交易》
High Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems 2nd edition, Irene Aldridge
Handbook of High Frequency Trading and Modeling in Finance Wiley(2016),Ionut Florescu Maria C. Mariani H. Eugene StanleyFrederi G. Viens
Handbook of Modeling High Frequency Data in Finance, Frederi G. Viens Maria C. Mariani Ionut¸ Florescu
handbook of high frequency trading, GREG N. GREGORIOU
Econometrics of Financial High-Frequency Data Nikolaus Hautsch
Dark Pools and High Frequency Trading For Dummies, Jay Vaananen
All about High Frequency Trading, MichaelDurbin
Dark Pools The Rise of the Machine raders and the Rigging of the U.S. Stock Market, Scott Patterson
High Frequency Trading and Probability Theory (World_Sci_2014)Zhaodong Wang,Weian Zheng