High-Frequency Trading Models + Web Site 9780470633731 下载 pdb txt pdf 百度云 kindle umd 夸克云

　　HighfrequencytradinghassweptWallStreetinthepastyear,creatingstunningprofitsfortoptierbanksandspecializedtradingfirms.Giventhesuccess,manyhedgefundsandothertypesoftradingfirmsareimplementingorexpandinghighfrequencystrategies.Ascompetitionincreases,existingstrategieswillbecomelessprofitableandnewhigh-frequencystrategieswillbedeveloped.InHighFrequencyTradingModels+Website,Dr.GeweiYedescribesthetechnology,architecture,andalgorithmsunderlyingcurrenthighfrequencytradingmodels,suchasrebatetrading,arbitrage,flashtrading,andothertypesoftrading,whichexploitorderflowimbalancesandtemporarypricinginefficiencies.HeexplainshowtodevelopaHFTtradingsystemandintroduceshisownsystemforbuildinghighfrequencystrategiesbasedonbehavioralalgorithms.Finally,hediscusseshowtoimprovecurrentinstitutionalHFTstrategiesandsuggestsdirecti***fornewstrategies.

暂无相关目录，正在全力查找中！

　　Gewei Ye, PhD, teaches graduate-level courses on financial engineering, derivatives, and program trading strategies at Johns Hopkins University. Recently, he has released the Sentiment Asset Pricing Engine (SAPE), a Web-based strategy builder for algorithmic trading and high-frequency trading systems. Dr. Ye has been a senior architect or c***ultant for investment and technology companies such as CitiBank, T. Rowe Price, Federal Reserve Banks, and IBM. He has published about forty articles in peer-reviewed journals or conference proceedings and has been building financial models and computing systems for ten years. Dr. Ye earned a PhD degree from University of Tilburg, the Netherlands.

暂无出版社相关信息，正在全力查找中！

暂无相关书籍摘录，正在全力查找中！

在线阅读地址：High-Frequency Trading Models + Web Site 9780470633731在线阅读

在线听书地址：High-Frequency Trading Models + Web Site 9780470633731在线收听

在线购买地址：High-Frequency Trading Models + Web Site 9780470633731在线购买

暂无原文赏析，正在全力查找中！

书籍介绍

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 directi*** 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 *** new area.