High Frequency Trading Models + Website (精装)
分类: 图书,进口原版书,Business & Investing(商业与投资),Investing(投资),Futures,
品牌: Gewei Ye
基本信息出版社:JOHN WILEY & SONS INC (2011年1月5日)精装:384页ISBN:0470633735条形码:9780470633731ASIN:0470633735
商品描述媒体推荐High frequency trading has swept Wall Street in the past year, creating stunning profits for top tier banks and specialized trading firms. Given the success, many hedge funds and other types of trading firms are implementing or expanding high frequency strategies. As competition increases, existing strategies will become less profitable and new high-frequency strategies will be developed. In "High Frequency Trading Models + Website," Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, such as rebate trading, arbitrage, flash trading, and other types of trading, which exploit order flow imbalances and temporary pricing inefficiencies. He explains how to develop a HFT trading system and introduces his own system for building high frequency strategies based on behavioral algorithms. Finally, he discusses how to improve current institutional HFT strategies and suggests directions for new strategies.