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The Resource High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China

High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China

Label
High-frequency trading and probability theory
Title
High-frequency trading and probability theory
Statement of responsibility
Zhaodong Wang, Weian Zheng, East China Normal University, China
Creator
Contributor
Author
Subject
Language
eng
Summary
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.--
Assigning source
Provided by Publisher
Cataloging source
DLC
http://library.link/vocab/creatorName
Wang, Zhaodong
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Zheng, Weian
Series statement
East China Normal University scientific reports
Series volume
1
http://library.link/vocab/subjectName
  • Investment analysis
  • Portfolio management
  • Electronic trading of securities
Label
High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 171-173) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17611465
Dimensions
24 cm.
Extent
xiii, 178 pages
Isbn
9789814616508
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)887450793
Label
High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China
Publication
Bibliography note
Includes bibliographical references (pages 171-173) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb17611465
Dimensions
24 cm.
Extent
xiii, 178 pages
Isbn
9789814616508
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)887450793

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