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A hands-on guide to high frequency trading strategies and models
Accounting for over sixty percent of stock market trading volumeand generating huge profits for a small number of firms, highfrequency trading is one of the most talked about topics in theworld of finance. Given the success of this approach, many firmsare quickly beginning to implement their own high frequencystrategies.
In High Frequency Trading Models, Dr. Gewei Ye describesthe technology, architecture, and algorithms underlying currenthigh frequency trading models, which exploit order flow imbalancesand temporary pricing inefficiencies. Along the way, he explainshow to develop a HFT trading system and introduces you to his ownsystem for building high frequency strategies based on behavioralalgorithms.
Discusses how to improve current institutional HFT strategiesand suggests directions for new strategies
Companion Website includes algorithms and models discussedthroughout the book
Covers essential topics in this field, including rebatetrading, arbitrage, flash trading, and other types of trading
Engaging and informative, High Frequency Trading Modelsis a must-read for anyone who wants to stay ahead of the curve inthis hot new area.