Description

Book 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.

Table of Contents
Introduction; Market Microstructure; Some Basic HFT Strategies; IT System; Stationary Process and Ergodicity; Stationarity and Technical Analysis; HFT of a Single Asset; Bid, Ask and Trade Prices; Financial Engineering; Debate and Future;

High-frequency Trading And Probability Theory

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    A Hardback by Zhaodong Wang, Weian Zheng

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 05/11/2014
      ISBN13: 9789814616508, 978-9814616508
      ISBN10: 9814616508

      Description

      Book 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.

      Table of Contents
      Introduction; Market Microstructure; Some Basic HFT Strategies; IT System; Stationary Process and Ergodicity; Stationarity and Technical Analysis; HFT of a Single Asset; Bid, Ask and Trade Prices; Financial Engineering; Debate and Future;

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