High-frequency Trading And Probability Theory

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A01=Weian Zheng
A01=Zhaodong Wang
Algorithm Trading
Author_Weian Zheng
Author_Zhaodong Wang
Category=KFFM
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
High-Frequency Trading
Program Trading
Technical Analysis

Product details

  • ISBN 9789814616515
  • Publication Date: 05 Nov 2014
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Paperback
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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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