Order Book Dynamics & Market Microstructure High-Frequency Trading Architecture with Python and C++
-
- Englisch ausgewählt
45,99 €
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
21.08.2026
Herausgeber
Alice SchwartzVerlag
Independently PublishedSeitenzahl
474
Maße (L/B/H)
22,9/15,2/3 cm
Gewicht
569 g
Sprache
Englisch
EAN
9798194129942
Reactive Publishing
Order books sit at the heart of modern electronic markets. Understanding how they form, evolve, and interact with trading strategies is essential for anyone building or analyzing high-frequency systems.
Order Book Dynamics & Market Microstructure: High-Frequency Trading Architecture with Python and C++ provides a practical, engineering-focused examination of the structures and mechanisms that drive short-term price formation. The book moves from core market-microstructure concepts to the design and implementation of low-latency trading architecture.
Readers will explore:
- How limit order books operate and the dynamics that emerge from continuous matching
- Key microstructure phenomena relevant to high-frequency trading
- Architectural patterns used in production HFT systems
- Practical implementations in both Python (for research, simulation, and analysis) and C++ (for performance-critical components)
The material emphasizes clarity and technical accuracy over hype. Code examples and system-design discussions are grounded in real market mechanics rather than simplified abstractions.
This book is intended for quantitative developers, software engineers working in electronic trading, and researchers who want a concrete understanding of order-book behavior and the systems built around it. It assumes familiarity with programming and basic market concepts, but does not require prior high-frequency trading experience.
Whether you are building research tools, evaluating execution strategies, or designing latency-sensitive components, the book offers a structured path from market mechanics to working architecture.
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