High-Frequency Trading Strategiesdoi:10.2139/ssrn.2973019Michael A. GoldsteinAmy KwanRichard PhilipGoldstein, M., et al. (2016). "High-frequency Trading Strategies." SSRN Electronic Journal.
There are a number of high-frequency momentum strategies based on thisphenomenon. Many of those were described in books about market microstructure or high-frequency trading (Arnuk and Saluzzi, 2012; Durbin, 2010; Harris, 2003; and Sinclair, 2010). (In my descriptions that follow, I focus on...
High-Frequency Trading 作者:Irene Aldridge 出版社:Wiley 副标题:A Practical Guide to Algorithmic Strategies and Trading Systems 出版年:2013-4-22 页数:320 定价:USD 80.00 装帧:Hardcover ISBN:9781118343500 豆瓣评分 评价人数不足 评价: 写笔记 写书评...
1. The Volume Clock: Insights into the High-Frequency Paradigm David Easley, Marcos Lopez de Prado, Maureen O’Hara 2. High Frequency Trading Strategies in FX Markets Anton Golub, Alexandre Dupuis, Richard B. Olsen ··· (更多) 喜欢读"High-frequency Trading"的人也喜欢 ··· Market Mic...
The results of these empirical tests suggest that High Frequency Trading strategies can be accurately identified and profiled based on observations of individual trading actions. 展开 关键词: Algorithmic trading Limit order book Inverse Reinforcement Learning Markov Decision Process Price impact High ...
the publication of the first edition. It skillfully covers everything from new portfolio management techniques for high-frequency trading and the latest technological developments enabling HFT to updated risk management strategies and how to safeguard information and order flow in both dark and light ...
see high-frequency trading as unethical and as giving an unfair advantage for large firms against smaller institutions and investors. Stock markets are supposed to offer a fair and level playing field, which HFT arguably disrupts since the technology can be used for ultra-short-term strategies. ...
How Do High-Frequency Trading (HFT) Firms Make Money? Propriety traders employ many strategies to make money for their firms; some are commonplace, and others are more controversial. Note that these are all extremely short-term strategies, using automated moves using statistical propert...
高频交易#:#High-frequency trading: a practical guide to algorithmic strategies and trading systems 奥尔德里奇谈效俊,杨燕,王仰琪 - 高频交易#:#High-frequency trading: a practical guide to algorithmic strategies and trading systems 被引量: 2发表: 2011年 High-Frequency Trading (A Practical Guide to Al...