High-Frequency Trading and Probability Theory

Zhaodong Wang and Weian Zheng
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Zhaodong Wang: East China Normal University, China
Weian Zheng: East China Normal University, China

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: 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.

Keywords: High-Frequency Trading; Algorithm Trading; Program Trading; Technical Analysis (search for similar items in EconPapers)
Date: 2014
ISBN: 9789814616508
References: Add references at CitEc
Citations: View citations in EconPapers (4)

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https://www.worldscientific.com/worldscibooks/10.1142/9233 (text/html)
Ebook Access is available upon purchase

Chapters in this book:

Ch 1 Introduction , pp 1-6

Zhaodong Wang and Weian Zheng

Ch 2 Market Microstructure , pp 7-36

Zhaodong Wang and Weian Zheng

Ch 3 Some Basic HFT Strategies , pp 37-57

Zhaodong Wang and Weian Zheng

Ch 4 IT System , pp 59-84

Zhaodong Wang and Weian Zheng

Ch 5 Stationary Process and Ergodicity , pp 85-108

Zhaodong Wang and Weian Zheng

Ch 6 Stationarity and Technical Analysis , pp 109-140

Zhaodong Wang and Weian Zheng

Ch 7 HFT of a Single Asset , pp 141-153

Zhaodong Wang and Weian Zheng

Ch 8 Bid, Ask and Trade Prices , pp 155-158

Zhaodong Wang and Weian Zheng

Ch 9 Financial Engineering , pp 159-166

Zhaodong Wang and Weian Zheng

Ch 10 Debate and Future , pp 167-170

Zhaodong Wang and Weian Zheng

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