Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this approach, many firms are quickly beginning to implement their own high frequency strategies.
In High Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, which exploit order flow imbalances and temporary pricing inefficiencies. Along the way, he explains how to develop a HFT trading system and introduces you to his own system for building high frequency strategies based on behavioral algorithms.
Engaging and informative, High Frequency Trading Models is a must-read for anyone who wants to stay ahead of the curve in this hot new area.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
In High-Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms (algos) underlying current high-frequency trading models, which exploit order flow imbalances and temporary pricing inefficiencies. Along the way, he explains how to develop a high-frequency trading system and introduces you to his own system for building high-frequency strategies based on behavioral algos.
Divided into four comprehensive parts, this timely guide:
Describes the fundamental revenue models of high-frequency trading
Introduces a series of theoretical models—behavioral, financial, and quantitative—for building unique investment strategies for high-frequency trading
Develops a unique set of computer algos, called Sentiment Asset Pricing Engine (SAPE), to automate the process of building behavioral strategies for high-frequency trading and portfolio management
Discusses the potential of new revenue models in derivatives with high-frequency trading systems and the creation of computer algos for high-frequency trading
To help solidify your understanding of the information found here, the author's Web site, Yeswici.com, contains ancillary materials of the models and computer algos mentioned throughout this book. Yeswici.com is also a quantitative modeling and computing platform for innovative investment research, which transfers this research into Internet and mobile applications.
High-frequency trading has quickly become a profitable path in today's market. With the proliferation of computing power and algos, this approach will only continue to grow. Engaging and informative, High-Frequency Trading Models will help you stay ahead of the¿curve in this hot new area and put you in a better position to capture consistent profits along the way.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 3,71
In U.S.A.
Descrizione libro Hardcover. Condizione: New. Brand New Book. Codice articolo 54494