High-frequency trading and probability theory:
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 ba...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2015
|
| Schriftenreihe: | East China Normal University scientific reports
v. 1 |
| Schlagworte: | |
| Online-Zugang: | FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | xiii, 178 p. ill. (some col.) |
| ISBN: | 9789814616522 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV044640438 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 171120s2015 |||| o||u| ||||||eng d | ||
| 020 | |a 9789814616522 |9 978-981-4616-52-2 | ||
| 024 | 7 | |a 10.1142/9233 |2 doi | |
| 035 | |a (ZDB-124-WOP)00006149 | ||
| 035 | |a (OCoLC)988733115 | ||
| 035 | |a (DE-599)BVBBV044640438 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-92 | ||
| 082 | 0 | |a 332.6 |2 22 | |
| 100 | 1 | |a Wang, Zhaodong |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a High-frequency trading and probability theory |c Zhaodong Wang, Weian Zheng |
| 264 | 1 | |a Singapore |b World Scientific Pub. Co. |c c2015 | |
| 300 | |a xiii, 178 p. |b ill. (some col.) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a East China Normal University scientific reports |v v. 1 | |
| 520 | |a 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 | ||
| 650 | 4 | |a Investment analysis | |
| 650 | 4 | |a Portfolio management | |
| 650 | 4 | |a Electronic trading of securities | |
| 700 | 1 | |a Zheng, Weian |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9789814616508 |
| 856 | 4 | 0 | |u http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc |x Verlag |z URL des Erstveroeffentlichers |3 Volltext |
| 912 | |a ZDB-124-WOP | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-030038411 | ||
| 966 | e | |u http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc |l FHN01 |p ZDB-124-WOP |q FHN_PDA_WOP |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804178060167086080 |
|---|---|
| any_adam_object | |
| author | Wang, Zhaodong |
| author_facet | Wang, Zhaodong |
| author_role | aut |
| author_sort | Wang, Zhaodong |
| author_variant | z w zw |
| building | Verbundindex |
| bvnumber | BV044640438 |
| collection | ZDB-124-WOP |
| ctrlnum | (ZDB-124-WOP)00006149 (OCoLC)988733115 (DE-599)BVBBV044640438 |
| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02225nmm a2200409zcb4500</leader><controlfield tag="001">BV044640438</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">171120s2015 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9789814616522</subfield><subfield code="9">978-981-4616-52-2</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1142/9233</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-124-WOP)00006149</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)988733115</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV044640438</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.6</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Wang, Zhaodong</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">High-frequency trading and probability theory</subfield><subfield code="c">Zhaodong Wang, Weian Zheng</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore</subfield><subfield code="b">World Scientific Pub. Co.</subfield><subfield code="c">c2015</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">xiii, 178 p.</subfield><subfield code="b">ill. (some col.)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">East China Normal University scientific reports</subfield><subfield code="v">v. 1</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investment analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Portfolio management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Electronic trading of securities</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zheng, Weian</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9789814616508</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveroeffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-124-WOP</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-030038411</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-124-WOP</subfield><subfield code="q">FHN_PDA_WOP</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV044640438 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T07:57:58Z |
| institution | BVB |
| isbn | 9789814616522 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030038411 |
| oclc_num | 988733115 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | xiii, 178 p. ill. (some col.) |
| psigel | ZDB-124-WOP ZDB-124-WOP FHN_PDA_WOP |
| publishDate | 2015 |
| publishDateSearch | 2015 |
| publishDateSort | 2015 |
| publisher | World Scientific Pub. Co. |
| record_format | marc |
| series2 | East China Normal University scientific reports |
| spelling | Wang, Zhaodong Verfasser aut High-frequency trading and probability theory Zhaodong Wang, Weian Zheng Singapore World Scientific Pub. Co. c2015 xiii, 178 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier East China Normal University scientific reports v. 1 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 Investment analysis Portfolio management Electronic trading of securities Zheng, Weian Sonstige oth Erscheint auch als Druck-Ausgabe 9789814616508 http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Wang, Zhaodong High-frequency trading and probability theory Investment analysis Portfolio management Electronic trading of securities |
| title | High-frequency trading and probability theory |
| title_auth | High-frequency trading and probability theory |
| title_exact_search | High-frequency trading and probability theory |
| title_full | High-frequency trading and probability theory Zhaodong Wang, Weian Zheng |
| title_fullStr | High-frequency trading and probability theory Zhaodong Wang, Weian Zheng |
| title_full_unstemmed | High-frequency trading and probability theory Zhaodong Wang, Weian Zheng |
| title_short | High-frequency trading and probability theory |
| title_sort | high frequency trading and probability theory |
| topic | Investment analysis Portfolio management Electronic trading of securities |
| topic_facet | Investment analysis Portfolio management Electronic trading of securities |
| url | http://www.worldscientific.com/worldscibooks/10.1142/9233#t=toc |
| work_keys_str_mv | AT wangzhaodong highfrequencytradingandprobabilitytheory AT zhengweian highfrequencytradingandprobabilitytheory |