High Frequency Trading: Business Redesign through Big Data and Cloud

Authors

Arodh Lal Karn
School of Management, Northwestern Polytechnical University, 127 West Youyi Road, Beilin District, Xi'an Shaanxi, 710072, P.R. China.

Synopsis

This book describes the high frequency trading approaches. The contributions by the authors include high frequency trading strategies, limit order book activities; comparative ratios, performance capacity evaluation, autoregressive based test of market inefficiency; value at risk (VaR), news; sentiments, big data, event trading, trading analytics and alternative finance, market analysis, computer-assisted execution system, systematic trading, electronic trading capabilities, Globex trading, exponential growth, market data processing, Cloud computation, stocks trading, financial stability, optimal trading frequency, Treasury instruments, fixed-income securities, Kurtosis indicates, event arbitrage” strategies, statistical arbitrage, statarb strategy, macroeconomic strategy, HFT trading, supply chain analysis, quantum leap in financial technology. This book contains various materials suitable for students, researchers and academicians.

Cover for High Frequency Trading: Business Redesign through Big Data and Cloud
Published
December 22, 2020

Details about the available publication format: Purchase Book

ISBN-13 (15)
978-93-90431-75-5

Details about the available publication format: PDF

ISBN-13 (15)
978-93-90431-83-0

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