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High Frequency Trading and Limit Order Book Dynamics, Nolte, Ingmar


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Автор: Nolte, Ingmar
Название:  High Frequency Trading and Limit Order Book Dynamics
ISBN: 9781138829381
Издательство: Taylor&Francis
Классификация:


ISBN-10: 1138829382
Обложка/Формат: Hardback
Страницы: 304
Вес: 0.76 кг.
Дата издания: 28.11.2014
Язык: English
Размер: 244 x 175 x 23
Читательская аудитория: Undergraduate
Рейтинг:
Поставляется из: Европейский союз
Описание: This book brings together the latest research in the areas of market microstructure and high-frequency finance along with new econometric methods to address critical practical issues in these areas of research. Thirteen chapters, each of which makes a valuable and significant contribution to the existing literature have been brought together, spanning a wide range of topics including information asymmetry and the information content in limit order books, high-frequency return distribution models, multivariate volatility forecasting, analysis of individual trading behaviour, the analysis of liquidity, price discovery across markets, market microstructure models and the information content of order flow. These issues are central both to the rapidly expanding practice of high frequency trading in financial markets and to the further development of the academic literature in this area.

The volume will therefore be of immediate interest to practitioners and academics. This book was originally published as a special issue of European Journal of Finance.




Dark Pools

Автор: Banks Erik
Название: Dark Pools
ISBN: 1137449535 ISBN-13(EAN): 9781137449535
Издательство: Springer
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Цена: 9582.00 р.
Наличие на складе: Поставка под заказ.

Описание: This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.

Expanding Frontiers of Global Trade Rules

Автор: Nanda
Название: Expanding Frontiers of Global Trade Rules
ISBN: 0415569591 ISBN-13(EAN): 9780415569590
Издательство: Taylor&Francis
Рейтинг:
Цена: 5970.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Combining theoretical analysis with insights derived from interactions with trade negotiators, this book analyzes the issues surrounding the creation of new `trade rules`, addressing trade topics including the trade and development linkage.

High-Frequency Financial Econometrics

Автор: Ait-Sahalia Yacine
Название: High-Frequency Financial Econometrics
ISBN: 0691161437 ISBN-13(EAN): 9780691161433
Издательство: Wiley
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Цена: 8712.00 р.
Наличие на складе: Поставка под заказ.

Описание: High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. This book introduces readers to these emerging methods and tools of analysis.

Econometrics of Financial High-Frequency Data

Автор: Hautsch, Nikolaus
Название: Econometrics of Financial High-Frequency Data
ISBN: 3642219241 ISBN-13(EAN): 9783642219245
Издательство: Springer
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Цена: 25853.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The availability of financial data recorded on high-frequency level has inspired a research area which over the last decade emerged to a major area in econometrics and statistics. The growing popularity of high-frequency econometrics is driven by technological progress in trading systems and an increasing importance of intraday trading, liquidity risk, optimal order placement as well as high-frequency volatility. This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models. It discusses implementation details, provides insights into properties of high-frequency data as well as institutional settings and presents applications to volatility and liquidity estimation, order book modelling and market microstructure analysis.

Dynamic use of survey data and high frequency model forecasting, a

Название: Dynamic use of survey data and high frequency model forecasting, a
ISBN: 9813232366 ISBN-13(EAN): 9789813232365
Издательство: World Scientific Publishing
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Цена: 10296.00 р.
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Описание:

This volume investigates the accuracy and dynamic performance of a high-frequency forecast model for the Japanese and United States economies based on the Current Quarter Model (CQM) or High Frequency Model (HFM) developed by the late Professor Emeritus Lawrence R. Klein. It also presents a survey of recent developments in high-frequency forecasts and gives an example application of the CQM model in forecasting Gross Regional Products (GRPs).

Econometrics of Financial High-Frequency Data

Автор: Nikolaus Hautsch
Название: Econometrics of Financial High-Frequency Data
ISBN: 3642427723 ISBN-13(EAN): 9783642427725
Издательство: Springer
Рейтинг:
Цена: 23757.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book provides a state-of-the art overview on the major approaches in high-frequency econometrics, including univariate and multivariate autoregressive conditional mean approaches for different types of high-frequency variables, intensity-based approaches for financial point processes and dynamic factor models.

High Frequency Financial Econometrics

Автор: Luc Bauwens; Winfried Pohlmeier; David Veredas
Название: High Frequency Financial Econometrics
ISBN: 3790825409 ISBN-13(EAN): 9783790825404
Издательство: Springer
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Цена: 21661.00 р.
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Описание: Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics.

The Foreign Exchange Market

Автор: C. Goodhart; R. Payne
Название: The Foreign Exchange Market
ISBN: 0333630831 ISBN-13(EAN): 9780333630839
Издательство: Springer
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Цена: 20962.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates.

Mind markets and money

Автор: Ca Rudra Murthy B V Indrazith Shantharaj
Название: Mind markets and money
ISBN: 1684667739 ISBN-13(EAN): 9781684667734
Издательство: Неизвестно
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Цена: 9102.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Day Trading Options: Options Trading and Day Trading for Beginners. The Practical Guide to Start Building Your Financial Freedom with Limit

Автор: Douglas Samuel
Название: Day Trading Options: Options Trading and Day Trading for Beginners. The Practical Guide to Start Building Your Financial Freedom with Limit
ISBN: 1801654697 ISBN-13(EAN): 9781801654692
Издательство: Неизвестно
Рейтинг:
Цена: 2755.00 р.
Наличие на складе: Нет в наличии.

Описание: Do you want to STOP WASTING TIME and start trading with a HUGE profit?

The truth is: Day trading can be a very lucrative career, as long as the basics are known. It is, on the other hand, very challenging for the novices, especially for those who do not have a strategy ready. Becoming a trader is a high-risk venture, and only a small proportion of people succeed at it

However, there's a solution... A step-by-step guide that will explain the basics of day trading and how to do it for a living in 2020. Day trading is nothing but the sale and purchase of securities within just a single day of trading.


Though it can occur in any marketplace it is usually a common thing in the foreign exchanges and stock markets. The day traders bank on short-term trading techniques and high amounts of leverage, to capitalize on every small price movement in currencies or high-liquid stocks.

The goal of this book is simple: It is a comprehensive first-hand source of information to have deep knowledge on day trading.


Here's a tiny fraction of what you'll learn:

  • Why Day Trading is The Most Lucrative Type of Trading
  • Proven Strategies to Buying Long and Selling Short
  • Factors that Influence Day Trading
  • Opening and Managing Demo Account
  • Advantages and Disadvantages of Day Trading
  • Investor Psychology and Mindset
  • The Only Day trading Tools and Platforms You Will Ever Need
  • The Brokers Most Professionals Traders Use
  • A Simple Technique to Understand Charts and Indicators
  • A Simple Strategy to Set a Stop limit and Take Profits


Would you like to know more?Get this book now to become a successful trader


The Problem of Hft: Collected Writings on High Frequency Trading & Stock Market Structure Reform

Автор: Bodek, Haim
Название: The Problem of Hft: Collected Writings on High Frequency Trading & Stock Market Structure Reform
ISBN: 1481978357 ISBN-13(EAN): 9781481978354
Издательство: Неизвестно
Цена: 3440.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Expanding Frontiers of Global Trade Rules

Автор: Nanda, Nitya
Название: Expanding Frontiers of Global Trade Rules
ISBN: 0415442958 ISBN-13(EAN): 9780415442954
Издательство: Taylor&Francis
Рейтинг:
Цена: 14545.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.


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