The Black Swan: The Impact of the Highly Improbable
Author: Nassim Nicholas Taleb
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Algorithmic Trading and DMA: An introduction to direct access trading strategies
Author: Barry Johnson
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Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
Author: Rishi K Narang
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Quantitative Trading: How to Build Your Own Algorithmic Trading Business (Wiley Trading)
Author: Ernie Chan
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Trading and Exchanges: Market Microstructure for Practitioners
Author: Larry Harris
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High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (Wiley Trading)
Author: Irene Aldridge
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Volatility Trading, + CD-ROM (Wiley Trading)
Author: Euan Sinclair
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An Introduction to High-Frequency Finance
Author: Ramazan Gençay
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The Volatility Surface: A Practitioner`s Guide (Wiley Finance)
Author: Jim Gatheral
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Chasing the Same Signals: How Black-Box Trading Influences Stock Markets from Wall Street to Shanghai (Wiley Trading)
Author: Brian R. Brown
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Hedge Funds: An Analytic Perspective (Advances in Financial Engineering)
Author: Andrew W. Lo
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Nerds on Wall Street: Math, Machines and Wired Markets
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Market Microstructure Theory
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Time Series Analysis
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Optimal Trading Strategies: Quantitative Approaches for Managing Market Impact and Trading Risk
Author: Robert Kissell
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The Microstructure Approach to Exchange Rates
Author: Richard K. Lyons
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The Econometrics of Financial Markets
Author: John Y. Campbell
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High Frequency Financial Econometrics: Recent Developments (Studies in Empirical Economics)
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
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Statistical Arbitrage: Algorithmic Trading Insights and Techniques (Wiley Finance)
Author: Andrew Pole
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Asset Price Dynamics, Volatility, and Prediction
Author: Stephen J. Taylor
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Information and Learning in Markets: The Impact of Market Microstructure
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The Microstructure of Financial Markets
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The Microstructure of Financial Markets (Quantitative Methods for Appli)
Author: Frank de Jong
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