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

Academic finance & behavioral finance. An Introduction to High-Frequency Finance. In the past five years, high frequency trading (HFT) has stormed the citidels of finance. You should probably start off by reading a bit more about high-frequency finance. - When Genius Failed, by Lowenstein: popular recantation of the LTCM fiasco. Today it Its introduction incentivised exchanges to increase the amount of trading providing the perfect conditions for HFT to take off. Google "An introduction to high frequency finance". Basically, I have some irregularly spaced financial data. Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals. The financial world was once dominated by gossip, speculation, research and strategically-timed trades – by people, for people. While the attached interview between the Casey Report and HFT expert Garrett from CalibratedConfidence will not reveal much unknown new to those who have been following the high frequency trading topic ever since ZH made it a mainstream issue in April of 2009, it will serve as a great foundation for all those new to the topic who are looking for an honest, unbiased introduction to what is otherwise a nebulous and complicated matter. - Reminiscences of a Stock Operator, by Lefevre: classic speculator introduction via Livermore.