High-frequency Trading And Probability Theory

AvZhaodong Wang,Weian Zheng

Häftad, Engelska, 2014

Del 1 i serien East China Normal University Scientific Reports

633 kr

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Beskrivning

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.

Produktinformation

Utgivningsdatum:2014-11-05
Mått:152 x 229 x 11 mm
Vikt:290 g
Format:Häftad
Språk:Engelska
Serie:East China Normal University Scientific Reports
Antal sidor:192
Förlag:World Scientific Publishing Co Pte Ltd
ISBN:9789814616515

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

Introduction; Market Microstructure; Some Basic HFT Strategies; IT System; Stationary Process and Ergodicity; Stationarity and Technical Analysis; HFT of a Single Asset; Bid, Ask and Trade Prices; Financial Engineering; Debate and Future;