Könyv High-frequency Trading And Probability Theory Weian Zheng

High-frequency Trading And Probability Theory

Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
18 591 Ft
This book is the first of its kind to treat high-frequency trading and technical analysis as accurat...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2014
oldal
192
EAN
9789814616515
ISBN
9814616516
Enbook ID
05071348
Súly
363
Méretek
157 x 226 x 18

Teljes leírás

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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