An Introduction to High-Frequency Finance by Dacorogna
An Introduction to High-Frequency Finance Dacorogna ebook
ISBN: 0122796713, 9780122796715
Publisher: Academic Press
An introduction to high-frequency finance AP, 2001 2) Irene Aldridge High-Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems (WileyTrading)(2009). Google "An introduction to high frequency finance". Basically, I have some irregularly spaced financial data. An introduction to high-frequency finance. навскидку 1)Dacorogna M., et al. Capital: the story of long-term investment excellence. High-frequency Trading - Books - ARN These developments have created a new investment discipline called high-frequency trading. An Introduction to High-Frequency Finance | 978-0-12-279671-5. Http://www.tradersmagazine.com/news/high-frequency-trading-benefits-105365-1.html. In a market where 70% of all trades are executed by computer algorithms via High Frequency Trading (HFT), Goldman Sachs has the power to make the market crash or rise at will. Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals.