Dark Pools pdf epub mobi txt 电子书下载 2025

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出版者:Crown Business

作者:Scott Patterson

出品人:

页数:368

译者:

出版时间:2012-6-12

价格:USD 27.00

装帧:Hardcover

isbn号码:9780307887177

丛书系列:

图书标签:

金融
高频交易
Finance
金融技术
量化
交易
Microstructure
英文原版

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A news-breaking account of the global stock market's subterranean battles, Dark Pools portrays the rise of the "bots"- artificially intelligent systems that execute trades in milliseconds and use the cover of darkness to out-maneuver the humans who've created them.

In the beginning was Josh Levine, an idealistic programming genius who dreamed of wresting control of the market from the big exchanges that, again and again, gave the giant institutions an advantage over the little guy. Levine created a computerized trading hub named Island where small traders swapped stocks, and over time his invention morphed into a global electronic stock market that sent trillions in capital through a vast jungle of fiber-optic cables.

By then, the market that Levine had sought to fix had turned upside down, birthing secretive exchanges called dark pools and a new species of trading machines that could think, and that seemed, ominously, to be slipping the control of their human masters.

Dark Pools is the fascinating story of how global markets have been hijacked by trading robots--many so self-directed that humans can't predict what they'll do next.

具体描述

读后感

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在京东上买书的时候冲着Scott Patterson 的大名凑单买的一本。 Scott 是《宽客》的作者，写写量化领域的八卦还是有两下子的。这本《暗池》讲的是美帝电子交易从无到有的编年史，由中国金融期货交易所组织翻译，虽然不是专业的译者，但都有过甚至从事着交易方面的工作，因此专业...

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暗池指的是一些非公开的“私人”市场，在纽交所和纳斯达克等公开市场交易的投资者是不知道暗池中正在发生什么样的交易。大型投资者使用暗池做交易，目的在于回避在交易所电子系统中大量的自动交易算法，在池子中你是看不到价和量的。最初设计暗池的目的是为了给大型投资者提供...

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用户评价

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Michael Lewis的front run big order以及latency arb理论在这里得到了确认，尤其是利用速度差欺负limit order。front-run自古以来皆有之，从market maker欺负基金到Maschler欺负NASDAQ SOES的market maker反应不如电脑快。更新一代系统利用期货价格指导现货价格。cost of ignorance(trader不如巴菲特聪明，所以担心买亏了从而主观扩大spread)的理论引出了maker-taker的佣金制度. 到2010年时，因为激烈的竞争，平均下来只有maker-taker才能给HFT赚钱

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对流动性和发展史有通俗的不错的介绍

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splash crash is awesome!

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Another book by scott patterson: his previous book the quant and this one are both interesting and informative.

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这本书充分体现了Patterson作为作者的优点和缺点。他这本书比Lewis出的还早，但无论是故事性、人物刻画都要弱些，而且很多地方写得不深入或穿插的不好。