Some Basic HFT Strategies

Zhaodong Wang and Weian Zheng

Chapter 3 in High-Frequency Trading and Probability Theory, 2014, pp 37-57 from World Scientific Publishing Co. Pte. Ltd.

Abstract: We explain in this chapter a few basic high-frequency trading (HFT) strategies, most of which are seen in various literatures. The further discussion needs some background in probability theory and statistics. Therefore, we can only start the related discussion from Section 5.4.

Keywords: High-Frequency Trading; Algorithm Trading; Program Trading; Technical Analysis (search for similar items in EconPapers)
Date: 2014
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