High-frequency trading models
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons ,
c2011
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| Series: | Wiley trading series
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| Subjects: |
Table of Contents:
- 1. High-frequency trading and existing revenue models
- 2. Roots of high-frequency trading in revenue models of investment management
- 3. History and future of high-frequency trading with investment management
- 4. Behavioral economics models on loss aversion
- 5. Loss aversion in option pricing: integrating two Nobel models
- 6. Expanding the size of options in option pricing
- 7. Multinomial models for equity returns
- 8. More multinomial models and signal detection models for risk propensity
- 9. Behavioral economics models on fund switching and reference prices
- 10. A unique model of sentiment asset pricing engine for portfolio management
- 11. SAPE for portfolio management-effectiveness and strategies
- 12. Derivatives
- 13. Technology infrastructure for creating computer algos
- 14. Creating computer algos for high-frequency trading