Hi All, FWIW: Do you people realize that this book was published 3 years ago. Contents reflects probably "know-how" of 4-5 years ago. Elsevier's books never being cheapies, I wonder how much all this is going to advance your money making abilities in spite of Madelbrot's name that is mentioned in the introduction. Don't get me wrong, I have nothing against "high-frequency finance". Sounds great! Isn't this what many people around here have been dealing with since the days somebody started to talk about tick, tickcharts and so on? It's the thing I am playing with for years now. I know better than to believe in picking up a few sharp market tricks from an Elsevier book. Many books in mathematics and signal processing have bearing on this field. If you're not going to do your homework, don't expect to find money making quickies in an old Elsevier book. nononsense