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High-frequency Trading And Probability Theory
Engelsk
Bogcover for High-frequency Trading And Probability Theory af Weian Zheng, Zhaodong Wang, 9789814616508
Specifikationer
Sprog:
Engelsk
Sider:
192
ISBN-13:
9789814616508
Indbinding:
Hardback
ISBN-10:
9814616508
Udg. Dato:
5 nov 2014
Størrelse i cm:
Serie:
East China Normal University Scientific Reports
Oplagsdato:
5 nov 2014
Forfatter(e):

High-frequency Trading And Probability Theory

Engelsk
Hardback 2014
Format:

Bog beskrivelse

 

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.

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Specifikationer
Sprog:
Engelsk
Sider:
192
ISBN-13:
9789814616508
Indbinding:
Hardback
ISBN-10:
9814616508
Udg. Dato:
5 nov 2014
Størrelse i cm:
Serie:
East China Normal University Scientific Reports
Oplagsdato:
5 nov 2014
Forfatter(e):
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