High-Frequency Trading and Probability Theory (Paperback) (ISBN-13: 9789814616515)

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.

Author: Zhaodong Wang, Weian Zheng
ISBN-10: 9814616516
ISBN-13: 9789814616515
Publisher: World Scientific Publishing Company
Language: English
Published: 11/05/2014
Pages: 192
Format: Paperback
Weight: 0.80lbs
Size: 8.90h x 6.20w x 0.70d