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High-Frequency Trading and Probability Theory

2544.000

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AuthorWang Zhaodong & Zheng Weian
ISBN9789814616515
Published LanguageEnglish
Publication Year2014
PublisherWorld Scientific
BindingPaperback
Original Price$46
Pages192
Ships By2-3 days

Description

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.

About the author
East China Normal Univ, China

Additional information

Weight0.354 kg
Dimensions22.9 × 15.2 cm
Author

ISBN

Publisher

Pages

192

Ships By

2-3 days