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High-Frequency Trading and Probability Theory. 高頻度取引と確率理論
・ISBN 978-981-4616-50-8 hard
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・ISBN 978-981-4616-51-5 paper
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-4616-52-2
| 著者・編者 | Wang, Zhaodong / Zheng, Weian, |
|---|---|
| シリーズ | East China Normal University Scientific Reports |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2015 |
| ページ数 | 150 pp. |
| 言語 | ENG |
| ニュース番号 | ＜619-344 619-L139＞ |
解説
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.