A hands-on guide to high frequency trading strategies and models Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this approach, many firms are quickly beginning to implement their own high frequency strategies. In High Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, which exploit order flow imbalances and temporary pricing inefficiencies. Along the way, he explains how to develop a HFT trading system and introduces you to his own system for building high frequency strategies based on behavioral algorithms. Discusses how to improve current institutional HFT strategies and suggests directions for new strategies Companion Website includes algorithms and models discussed throughout the book Covers essential topics in this field, including rebate trading, arbitrage, flash trading, and other types of trading Engaging and informative, High Frequency Trading Models is a must-read for anyone who wants to stay ahead of the curve in this hot new area.from the last quarter of 2008 until the end of 2009, the $600 trillion U.S. derivatives market had been almost frozen because of thelack of liquidity. ... to trade derivatives securities would be an appropriate solution with a reasonable expectation that it would be successful. ... GETTING PROBABILITY FROM Z SCORE Instead of checking statistical tables for converting Z scores to probabilities manually, weanbsp;...
|Title||:||High Frequency Trading Models, + Website|
|Publisher||:||John Wiley and Sons - 2010-12-20|