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High Frequency Trading Models _ Website ....pdf
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Book Description
Publication Date: January 4, 2011 | Series: Wiley Trading (Book 480)
List Price: $80.00
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 pricing inefficiencies. Along the way, he explains how to develop a HFT trading system and introduces you to his own system for building high frequency strategies based on behavioral algorithms.
Discusses how to improve current institutional HFT strategies and suggests directions for new strategies
Companion Website includes algorithms and models discussed throughout the book
Covers essential topics in this field, including rebate trading, arbitrage, flash trading, and other types of trading
Engaging and informative, High Frequency Trading Models is a must-read for anyone who wants to stay ahead of the curve in this hot new area.
本文来自: 人大经济论坛 金融学（理论版） 版，详细出处参考： https://bbs.pinggu.org/forum.php?mod=viewthread&tid=1550168&page=1&from^^uid=176172
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