High-frequency Trading And Probability Theory

  高频交易和概率论

  Wang Zhaodong

丛书名：East China Normal University Scientific Reports

中图分类号：F8

语种：ENG

出版信息：World Scientific Publishing Company 2014 193页

EISBN：9789814616522

PISBN-P：9789814616508 

内容简介

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. 

主题词

economics & finance:computational economicsfinance