• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Order Book Dynamics & Market Microstructure: High-Frequency Trading Architecture with Python and C++

Order Book Dynamics & Market Microstructure: High-Frequency Trading Architecture with Python and C++

Paperback

Investing & FinanceProgramming

ISBN13: 9798194129942
Publisher: Independently Published
Published: Aug 21 2026
Pages: 474
Weight: 1.25
Height: 1.18 Width: 6.00 Depth: 9.00
Language: English
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.

Also from

Schwartz, Alice

Also in

Investing & Finance