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 StrategiesHigh-frequency tradinginstitutional tradersretail traderslimit order bookExamining the order book imbalance immediately before each order submission, cancelation and trade, we show high frequency traders (HFT) supply liquidity on the...
High Frequency Trading Strategies HFT firms use different types of High Frequency Trading Strategies and the end objective as well as underlying philosophies of each vary. These Strategies are based on the analysis of the market, and thus, decide the success or failure of your trade....
High Frequency Trading Strategies HFT firms use different types of High Frequency Trading Strategies and the end objective as well as underlying philosophies of each vary. These Strategies are based on the analysis of the market, and thus, decide the success or failure of your trade....
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...
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 Microstructure in Practice S... 我来说两句 短评 ··· ( 全部2 条 ) 热门 / 最新 / 好友 1 有用 勝負師董寶珠 ...
University College London, London, UKbDepartment of Statistics, University of Toronto, Toronto, CanadaAbstractWe propose risk metrics to assess the performance of High Frequency (HF) trading strategies that seek tomaximize profits from making the realized spread where the holding period is extremely sho...
We propose risk metrics to assess the performance of high-frequency (HF) trading strategies that seek to maximize profits from making the realized spread where the holding period is extremely short (fractions of a second, seconds, or at most minutes). The HF trader maximizes expected terminal we...
<前页 1 2 后页> > 我来写笔记 > High-Frequency Trading 作者: Irene Aldridge 副标题: A Practical Guide to Algorithmic Strategies and Trading Systems isbn: 1118343506 书名: High-Frequency Trading 页数: 320 定价: USD 80.00 出版社: Wiley 装帧: Hardcover 出版年: 2013-4-22©...
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...