ENGLISH

High-Frequency Trading and Probability Theory

By Zhaodong Wang , Weian Zheng

Book information

Publisher
World Scientific Publishing Company
Year
2014
ISBN
9814616508, 9789814616508
Language
english
Format
PDF
Filesize
3 MB (3196604 bytes)
Series
East China Normal University Scientific Reports
Pages
150\193
Topic
Economy
Scanned
yes
Time added
2014-10-11 11:20:48
Финансово-экономические дисциплины;Биржевая торгов

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.

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