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010   $a1-283-02551-5
010   $a9786613025517
010   $a0-470-92584-1
010   $a0-470-92582-5
035   $a(OCoLC)699487860
035   $a(SSID)ssj0000469939
035   $a(PQKBManifestationID)12189967
035   $a(PQKBTitleCode)TC0000469939
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100   $a20100615d2011      uy         0
101 0 $aeng
135   $aurbn|---|nn|n
181   $ctxt
182   $cc
183   $acr
200 10$aHigh-frequency trading models /$fGewei Ye
210   $aHoboken, N.J. $cJohn Wiley & Sons$dc2011
215   $a1 online resource (xiv, 322 pages) $cillustrations
225 1 $aWiley trading series
300   $aBibliographic Level Mode of Issuance: Monograph
311 08$a0-470-63373-5 
320   $aIncludes bibliographical references and index.
327   $apt. 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.
330   $aA hands-on guide to high frequency trading strategies and models Accounting for over sixty percent of stock market trading volume and generating huge profits for a small number of firms, high frequency trading is one of the most talked about topics in the world of finance. Given the success of this approach, many firms are quickly beginning to implement their own high frequency strategies. In High Frequency Trading Models, Dr. Gewei Ye describes the technology, architecture, and algorithms underlying current high frequency trading models, which exploit order flow imbalances and temporary pricing inefficiencies. Along the way, he explains how to develop a HFT trading system and introduces you to his own system for building high frequency strategies based on behavioral algorithms.  Discusses how to improve current institutional HFT strategies and suggests directions for new strategies Companion Website includes algorithms and models discussed throughout the book Covers essential topics in this field, including rebate trading, arbitrage, flash trading, and other types of trading  Engaging and informative, High Frequency Trading Models is a must-read for anyone who wants to stay ahead of the curve in this hot new area.
410  0$aWiley trading series.
606   $aInvestment analysis
606   $aSpeculation$xMathematical models
606   $aPortfolio management$xMathematical models
606   $aFinancial engineering
615  0$aInvestment analysis.
615  0$aSpeculation$xMathematical models.
615  0$aPortfolio management$xMathematical models.
615  0$aFinancial engineering.
676   $a332.64/501
700   $aYe$b Gewei$f1971-$01839205
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9911020050603321
996   $aHigh-frequency trading models$94418368
997   $aUNINA