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Item Details
Title: HIGH-FREQUENCY TRADING AND PROBABILITY THEORY
By: Zhaodong Wang, Weian Zheng
Format: Hardback

List price: £71.00
Our price: £63.90
Discount:
10% off
You save: £7.10
ISBN 10: 9814616508
ISBN 13: 9789814616508
Availability: Usually dispatched within 1-3 weeks.
 Delivery rates
Stock: Currently 0 available
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 11 September, 2014
Series: East China Normal University Scientific Reports 1
Pages: 192
Description: This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences.
Synopsis: 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.
Publication: Singapore
Imprint: World Scientific Publishing Co Pte Ltd
Returns: Returnable
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