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Book Cover
Author Ye, Gewei, 1971-

Title High-frequency trading models / Gewei Ye
Published Hoboken, N.J. : Wiley, [2011]
Online access available from:
ProQuest Ebook Central (Limited concurrent users)    View Resource Record  


Description 1 online resource (xiv, 322 pages) : illustrations
Series [Wiley trading]
Wiley trading.
Contents pt. 1. Revenue models of high-frequency trading -- pt. 2. Theoretical models as foundation of computer algos for high-frequency trading -- pt. 3. A unique model of sentiment asset pricing engine for portfolio management -- pt. 4. New models of high-frequency trading
Summary 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 prici
Bibliography Includes bibliographical references and index
Notes Print version record
Subject Financial engineering.
Investment analysis.
Portfolio management -- Mathematical models.
Speculation -- Mathematical models.
Form Electronic book
LC no. 2010024731
ISBN 0470925825 (electronic bk.)
0470925841 (electronic bk.)
1119201721 (electronic bk.)
9780470925829 (electronic bk.)
9780470925843 (electronic bk.)
9781119201724 (electronic bk.)