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 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.

Author: Zhaodong Wang, Weian Zheng

Publisher: World Scientific Publishing Company

Publication Date: Nov 05, 2014

Number of Pages: NA pages

Language: English

Binding: Paperback

ISBN-10: 9814616516

ISBN-13: 9789814616515