Articles liés à High Frequency Trading Models
Synopsis
A hands-on guide to high frequency trading strategies and models 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. * Discusses how to improve current institutional HFT strategies and suggests directions for new strategies * Companion Website includes algorithms and models discussed throughout the book * Covers essential topics in this field, including rebate trading, arbitrage, flash trading, and other types of trading 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.
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À propos de l?auteur
GEWEI YE, PhD, teaches graduate-level courses on financial engineering, derivatives, and program trading strategies at Johns Hopkins University. Recently, he has released the Sentiment Asset Pricing Engine (SAPE), a Web-based strategy builder for algorithmic trading and high-frequency trading systems (http://sap.yeswici.com). Dr. Ye has been a senior architect or consultant for investment and technology companies such as CitiBank, T. Rowe Price, Federal Reserve Banks, and IBM. He has published about forty articles in peer-reviewed journals or conference proceedings and has been building financial models and computing systems for ten years. Dr. Ye earned a PhD degree from University of Tilburg, the Netherlands.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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High Frequency Trading Models, + Website
Edité par
Wiley, 2011
ISBN 10 : 0470633735
ISBN 13 : 9780470633731
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Dallas, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.25. N° de réf. du vendeur G0470633735I4N00
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High Frequency Trading Models: Technology, Algorithms, Implementation (Wiley Trading)
Edité par
- -, 2011
ISBN 10 : 0470633735
ISBN 13 : 9780470633731
Ancien ou d'occasion
Couverture rigide
Vendeur : Bahamut Media, Reading, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. N° de réf. du vendeur 6545-9780470633731
Quantité disponible : 1 disponible(s)
Image d'archives
High Frequency Trading Models: Technology, Algorithms, Implementation (Wiley Trading)
Edité par
-, 2011
ISBN 10 : 0470633735
ISBN 13 : 9780470633731
Ancien ou d'occasion
Couverture rigide
Vendeur : AwesomeBooks, Wallingford, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Very Good. High Frequency Trading Models: Technology, Algorithms, Implementation (Wiley Trading) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. N° de réf. du vendeur 7719-9780470633731
Quantité disponible : 1 disponible(s)
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High-Frequency Trading Models + Web site
Edité par
John Wiley and Sons Ltd, 2011
ISBN 10 : 0470633735
ISBN 13 : 9780470633731
Ancien ou d'occasion
Couverture rigide
Vendeur : OM Books, Sevilla, SE, Espagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Usado - bueno. N° de réf. du vendeur 9780470633731
Quantité disponible : 1 disponible(s)