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An Introduction to High-Frequency Finance Dacorogna
Publisher: Academic Press

(2) using five-year average data; (3) avoiding instruments that introduce high-frequency correlations with financial shocks; and (4) not including lagged NOFA among the auxiliary variables. The focus is actually more on high-frequency trading. The three stooges of the high frequency apocalypse. Thanks a lot, Nice blog, btw"Mauricio on downloading free financial data; "I've just discovered a good blog on algo #trading (softwaretrading.co.uk). High frequency traders are people who sell liquidity and immediacy. An Introduction to High-Frequency Finance (Hardcover) http://www.amazon.com/Introduction-High-Frequency-Finance-Ramazan-Gen%C3%A7ay/dp A friend of mine highly recommended this book today. Have a look at this decent intro to algorithmic trading, just to get a sense of this works. Http://sceeto.com/user/register/ To trade today is a lot harder than what it was ye. High Frequency Trading and Order Flow Signals 10th Jan 2013 Emini Report. Posted by softwaretrading on June 15, 2012 · Leave a Comment. Intro to high frequency trading. Posted in finance journalism, systematic trading by Scott Locklin on August 2, 2009 What I'm talking about is the latest brewing financial moral panic against “high frequency” traders.