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Highfrequency Trading And Probability Theory Zhaodong Wang Weian Zheng

  • SKU: BELL-4913262
Highfrequency Trading And Probability Theory Zhaodong Wang Weian Zheng
$ 31.00 $ 45.00 (-31%)

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Highfrequency Trading And Probability Theory Zhaodong Wang Weian Zheng instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 3.05 MB
Pages: 150
Author: Zhaodong Wang, Weian Zheng
ISBN: 9789814616508, 9814616508
Language: English
Year: 2014

Product desciption

Highfrequency Trading And Probability Theory Zhaodong Wang Weian Zheng by Zhaodong Wang, Weian Zheng 9789814616508, 9814616508 instant download after payment.

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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