High-Frequency Trading and Probability Theory: 1 - Rilegato

Wang, Zhaodong; Zheng, Weian

Rilegato

ISBN 10: 9814616508 ISBN 13: 9789814616508

Casa editrice: World Scientific Pub Co Inc, 2014

Riassunto

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.

Dettagli dell?edizione

• Editore: World Scientific Pub Co Inc
• Data di pubblicazione: 2014
• ISBN 10: 9814616508
• ISBN 13: 9789814616508
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero di pagine: 178
• Contatto del produttore: non disponibile