Monday, 16 May 2016

Handbook of High-Frequency Trading and Modeling in Finance


English | ISBN: 1118443985 | 2016 | 456 pages | PDF | 46 MB

Reflecting the fast pace and ever-evolving nature of the financial industry, the details how high-frequency analysis presents new systematic approaches to implementing quantitative activities with high-frequency financial data.

Introducing new and established mathematical foundations necessary to analyze realistic market models and scenarios, the handbook begins with a presentation of the dynamics and complexity of futures and derivatives markets as well as a portfolio optimization problem using quantum computers. Subsequently, the handbook addresses estimating complex model parameters using high-frequency data. Finally, the handbook focuses on the links between models used in financial markets and models used in other research areas such as geophysics, fossil records, and earthquake studies. The also features:

* Contributions by well-known experts within the academic, industrial, and regulatory fields

* A well-structured outline on the various data analysis methodologies used to identify new trading opportunities

* Newly emerging quantitative tools that address growing concerns relating to high-frequency data such as stochastic volatility and volatility tracking; stochastic jump processes for limit-order books and broader market indicators; and options markets

* Practical applications using real-world data to help readers better understand the presented material

The is an excellent reference for professionals in the fields of business, applied statistics, econometrics, and financial engineering. The handbook is also a good supplement for graduate and MBA-level courses on quantitative finance, volatility, and financial econometrics.

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Parag Patil is a technical analyst and trading system designer with stock excel programmer. I hope the articles and live chart of nse future and mcx on this Website will be as helpful and profitable to you . I try to update and post new articles tips everyday. My motto is to encourage the traders, so that they should able to understand the technique views behind the moment of stocks. I have deeply analyzed with many technical indicator with parameter and added to my amibroker afl. And even taken backtest report which is never being implemented. Any of the analyst expect me. Seeing all this you may understand that my views is more technical than commercial. If you are profited by my views I fill happy.

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