High-Frequency Trading A Practical Guide to A (1).pdf

High-Frequency Trading A Practical Guide to A (1).pdf

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1、P1:SBTfmJWBT188-AldridgeOctober29,200916:50Printer:YettocomeivP1:SBTfmJWBT188-AldridgeOctober29,200916:50Printer:YettocomeHigh-FrequencyTradingAPracticalGuidetoAlgorithmicStrategiesandTradingSystemsIRENEALDRIDGEJohnWiley&Sons,Inc.iP1:SBTfmJWBT188-AldridgeOct

2、ober29,200916:50Printer:YettocomeCopyrightC2010byIreneAldridge.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanyme

3、ans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCop

4、yrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)646-8600,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)74

5、8-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permissions.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthe

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