High-Frequency Trading and Probability Theory - Couverture rigide

Livre 1 sur 15: East China Normal University Scientific Reports

Wang, Zhaodong; Zheng, Weian

 
9789814616508: High-Frequency Trading and Probability Theory
Couverture rigide
ISBN 10 : 9814616508 ISBN 13 : 9789814616508
Editeur : World Scientific Publishing Co Pte Ltd, 2014

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2014
Langue
anglais
ISBN 10 
9814616508
ISBN 13 
9789814616508
Reliure
Relié
Nombre de pages
192
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9789814616515: High-Frequency Trading And Probability Theory

Edition présentée

ISBN 10 :  9814616516 ISBN 13 :  9789814616515
Editeur : Wspc, 2014
Couverture souple