High-Frequency Quantitative Trading Strategies: Statistical Arbitrage, Algorithmic Execution Systems, and Automated Market Microstructure for US & UK Markets
by Suraj Kumar
High-Frequency Quantitative Trading Strategies examines statistical arbitrage, algorithmic execution systems, and automated market microstructure. With a focus on US and UK markets, it presents a subject-centered guide for readers exploring quantitative finance, high-frequency trading, and the systems used to analyze and execute market strategies.
About This Book
High-Frequency Quantitative Trading Strategies explores quantitative approaches to high-frequency trading.
The book covers statistical arbitrage, algorithmic execution systems, and automated market microstructure.
Its stated market focus is the United States and the United Kingdom.
It is intended for readers interested in the intersection of finance, mathematics, trading systems, and market structure.
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