High-frequency Trading And Probability Theory

High-frequency Trading And Probability Theory
Author :
Publisher : World Scientific
Total Pages : 193
Release :
ISBN-10 : 9789814616539
ISBN-13 : 9814616532
Rating : 4/5 (39 Downloads)

Book Synopsis High-frequency Trading And Probability Theory by : Zhaodong Wang

Download or read book High-frequency Trading And Probability Theory written by Zhaodong Wang and published by World Scientific. This book was released on 2014-09-11 with total page 193 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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