High Frequency Trading in a Regime-switching Model

High Frequency Trading in a Regime-switching Model
Author: Yoontae Jeon
Publisher:
Total Pages:
Release: 2013
Genre:
ISBN: 9780494855683


Download High Frequency Trading in a Regime-switching Model Book in PDF, Epub and Kindle


High Frequency Trading in a Regime-switching Model
Language: en
Pages:
Authors: Yoontae Jeon
Categories:
Type: BOOK - Published: 2013 - Publisher:

GET EBOOK

Algorithmic and High-Frequency Trading
Language: en
Pages: 360
Authors: Álvaro Cartea
Categories: Mathematics
Type: BOOK - Published: 2015-08-06 - Publisher: Cambridge University Press

GET EBOOK

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorit
High Frequency Trading Models, + Website
Language: en
Pages: 46
Authors: Gewei Ye
Categories: Business & Economics
Type: BOOK - Published: 2011 - Publisher: Yeswici LLC

GET EBOOK

High frequency trading has swept Wall Street in the past year, creating stunning profits for top tier banks and specialized trading firms. Given the success, ma
High Frequency Trading in a Markov Renewal Model
Language: en
Pages: 26
Authors: Pietro Fodra
Categories:
Type: BOOK - Published: 2013 - Publisher:

GET EBOOK

We study an optimal high frequency trading problem within a market micro-structure model aiming at a good compromise between accuracy and tractability. The stoc
The High Frequency Game Changer
Language: en
Pages: 177
Authors: Paul Zubulake
Categories: Business & Economics
Type: BOOK - Published: 2011-04-05 - Publisher: John Wiley & Sons

GET EBOOK

The financial industry's leading independent research firm's forward-looking assessment into high frequency trading Once regarded as a United States-focused tre