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
Resource Information
The item High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.This item is available to borrow from 1 library branch.
Resource Information
The item High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in European University Institute.
This item is available to borrow from 1 library branch.
- 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.--
- Language
- eng
- 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
- 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
- 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
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/High-frequency-trading-and-probability-theory/OgK4aHSJ8q0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/High-frequency-trading-and-probability-theory/OgK4aHSJ8q0/">High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.eui.eu/portal/High-frequency-trading-and-probability-theory/OgK4aHSJ8q0/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.eui.eu/portal/High-frequency-trading-and-probability-theory/OgK4aHSJ8q0/">High-frequency trading and probability theory, Zhaodong Wang, Weian Zheng, East China Normal University, China</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.eui.eu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.eui.eu/">European University Institute</a></span></span></span></span></div>
