Screen LibraryHigh-frequency trading models /
A hands-on guide to high frequency trading strategies and models Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this...
Saved in:
| Main Authors: | |
|---|---|
| Corporate Authors: | |
| Published: |
Wiley,
|
| Publisher Address: | Hoboken, N.J. : |
| Publication Dates: | 2011. |
| Literature type: | eBook |
| Language: | English |
| Series: |
[Wiley trading]
|
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119201724 |
| Summary: |
A hands-on guide to high frequency trading strategies and models Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this approach, many firms are quickly beginning to implement their own high frequency strategies. In High Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, which exploit order flow imbalances and temporary prici. |
| Carrier Form: | 1 online resource (xiv, 322 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781119201724 1119201721 9780470925843 0470925841 0470925825 9780470925829 |
| Index Number: | HG4529 |
| CLC: | F830.91 |
| Contents: | pt. 1. Revenue models of high-frequency trading -- pt. 2. Theoretical models as foundation of computer algos for high-frequency trading -- pt. 3. A unique model of sentiment asset pricing engine for portfolio management -- pt. 4. New models of high-frequency trading. |