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Download ebook "Introduction to Algorithmic & High Frequency Trading"

Hello,
   To begin with, I would like to offer my sincere thanks for visiting the blog. As you might be aware, more than 70% of securities trading is now automated in developed markets. The trend is catching up quickly in emerging markets as well. The institutional investors and mighty corporations now have a load of advanced tools to decipher info at lightning speed and take responsive action. However, most of the retail investors and small scale traders are still unaware of the technological developments that have taken over securities trading by storm. 
    In this regard, we thought of bringing out an e-book that explains the concept of algorithmic and high frequency trading in simple and easy to understand language without complex math & physics. With enough flow diagrams, examples and charts, we are sure that this book will assist an amateur trader to understand automated trading and initiate his step towards the same. 
    The following topics are covered in a clear and concise manner: -
I           Introduction

II          Similarities & differences between Algorithmic &

High Frequency trading (HFT)

III        HFT & market making

IV        Smart Order Routing (SOR) & Algo/HFT

V         Algorithmic trading

a.     First generation algorithm

b.     Second generation algorithm

c.      Third generation algorithm

d.     News reader algorithm

VI        Benchmark algorithms

                                           I.            Cycle studies

                                         II.            Volatility breakout

                                      III.            Time weighted Average price

                                      IV.            Volume weighted Average price

                                        V.            Implementation shortfall

                                      VI.            % volume

                                   VII.            Sliding volume

                                 VIII.            Target on close

                                      IX.            Pair trading

VII       Structure of Algorithmic trading system

VII       Development & implementation of HFT

VIII      Functioning of HFT

IX        HFT strategies

a.     Statistical arbitrage

i. Market neutral arbitrage

ii. Cross-asset, cross-market & Exchange Traded Fund (ETF) arbitrage

b.     Liquidity provision

i. Spread capturing

ii. Rebate strategy

iii. Predator algorithms

1.     Dangle

2.     Squeeze

3.     Group hunt

c.      Liquidity detection

i. Sniff

ii. Snipe

iii. Guerilla

iv. Iceberg

v. Market on close

vi. Quote match

d.     Momentum

e.     Latency arbitrage

X         Dark pool

XI        Dark pool algorithm

i. Crossfire

ii. Pounce

XII       Dark pool routing algorithm (Advanced Smart Order Routing – SOR2)

XIII      Artificial intelligence

i.       Genetic algorithms

ii. Artificial Neural Networks

XIV     Hardware based algorithms

XV       Future of algorithm

      We look forward to your download and valuable comments. 
     Please click here to download. INTRODUCTION TO ALGORITHMIC AND HIGH FREQUENCY TRADING