{"product_id":"9789814616539","title":"High-Frequency Trading and Probability Theory","description":"\u003cp\u003eThis 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.\u003c\/p\u003e  \u003cp\u003eInvestors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.\u003c\/p\u003e\u003cstrong\u003eContents:\u003c\/strong\u003e  \u003cul\u003e   \u003cli\u003eIntroduction\u003c\/li\u003e   \u003cli\u003eMarket Microstructure\u003c\/li\u003e   \u003cli\u003eSome Basic HFT Strategies\u003c\/li\u003e   \u003cli\u003eIT System\u003c\/li\u003e   \u003cli\u003eStationary Process and Ergodicity\u003c\/li\u003e   \u003cli\u003eStationarity and Technical Analysis\u003c\/li\u003e   \u003cli\u003eHFT of a Single Asset\u003c\/li\u003e   \u003cli\u003eBid, Ask and Trade Prices\u003c\/li\u003e   \u003cli\u003eFinancial Engineering\u003c\/li\u003e   \u003cli\u003eDebate and Future\u003c\/li\u003e  \u003c\/ul\u003e  \u003cbr\u003e  \u003cstrong\u003eReadership:\u003c\/strong\u003e Graduates and researchers interested in frequency trading; finance professionals.  \u003cb\u003eKey Features:\u003c\/b\u003e  \u003cul\u003e \u003cli\u003eReveals algorithms and scientific background of high-frequency trading\u003c\/li\u003e \u003cli\u003eReveals the IT system preparation for high-frequency trading\u003c\/li\u003e \u003cli\u003eEmphasizes that technical analysis is not pseudo-science\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"World Scientific Publishing Company, Incorporated","offers":[{"title":"Default Title","offer_id":47185301995760,"sku":"9789814616539","price":37.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0737\/7593\/9824\/files\/9789814616539_p0.jpg?v=1763691177","url":"https:\/\/shop-qa.barnesandnoble.com\/products\/9789814616539","provider":"Barnes \u0026 Noble (DEV)","version":"1.0","type":"link"}