High-Frequency Trading Models

Nhà cung cấp John Wiley & Sons, Inc.
Tác giả GEWEI YE, Ph.D.
document.converter John Wiley & Sons, Inc.
Người dịch John Wiley & Sons, Inc.
NXB 338
Ngôn ngữ English
Năm xuất bản 2011

Giới thiệu về sách

Let’s start the book by explaining the title: High-Frequency Trading Models. First, there are three types of models of high-frequency trading: revenue models, theoretical (including behavioral, quantitative, and financial) models, and computer models. Revenue models are strategies, means, and ways to generate revenue and profit for a financial institution. Theoretical models are foundations for building computer models for high-frequency trading operations. Computer models refer to the computer algorithms (algos for short) that program the theoretical models and trading ideas. To summarize, the computer algos automate the trading ideas and the theoretical models with computer programming languages and technology infrastructure so that the revenue models of financial institutions may be materialized in a systematic way.