ABSTRACT
This introduction presents an overview of the key concepts discussed in the subsequent chapters of this book. The book describes these order management systems and other details concerning the informatics and computational support for high-frequency trading. It gives an introduction to quantitative trading strategies and in particular, the time-scales associated with different classes of strategies. The book describes "quant funds" that use these quantitative trading strategies, and also the closely related mutual funds and hedge funds. It also describes some of the algorithms and strategies. Data, analytics, and models feature prominently in various quantitative strategies for different trading applications in book, which also study basic optimization problems associated with the data analytics. The book describes some recent developments. It shows the five topics in the order of this section's title, portraying their flow in quantitative trading.
