語系/ Language: 繁體中文

High-frequency trading and probabili...
Zheng, Wei'an.

 

  • High-frequency trading and probability theory /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    正題名/作者: High-frequency trading and probability theory // Zhaodong Wang, Weian Zheng.
    作者: Wang, Zhaodong.
    其他作者: Zheng, Wei'an.
    出版者: Singapore :World Scientific Publishing Company, : 2015.,
    面頁冊數: 1 online resource (193 p.) :ill. (some col.), photo. :
    提要註: 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.
    標題: Electronic trading of securities. -
    電子資源: http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc
    ISBN: 9789814616522
多媒體
評論
  • 新增評論 分享你的心得,請勿在此評論區張貼涉及人身攻擊、情緒謾罵、或內容涉及非法的不當言論,館方有權利刪除任何違反評論規則之發言,情節嚴重者一律停權,以維護所有讀者的自由言論空間。
Export
取書館別
 
 
變更密碼
登入