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Emilio Tomasini

Adjunct professor

Department of Computer Science and Engineering


High Frequency trading: which are the best books ?

Some students asked me which are the best books about high frequency trading and arbitrage on bonds, forex and criptocurrencies. I think that there are many out there but among the best you find by Irene Aldridge "High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems" Wiley 2013. You can also check for more information about what is an arbitrage strategy with real examples from a real strategy. It is not so easy to find out what is a real arbitrage trading strategy since they are kept secrets by the developers.

Published on: November 08 2022