High-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...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
©2011.
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| Series: | Wiley trading.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| 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. |
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| Physical Description: | 1 online resource (xiv, 322 pages) : illustrations. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781119201724 1119201721 9780470925843 0470925841 0470925825 9780470925829 |