In this paper we show that optimal trading results can be achieved if we can forecast a key summary statistic of future prices. Consider the following optimization problem. Let the return r i (over time i 1, 2, . . . , n) for the ith day be given and the investor has to make investment decision d i
Fairness in Financial Markets: The Case of High Frequency Trading
β Scribed by James J. Angel,Douglas McCabe
- Book ID
- 126353467
- Publisher
- Springer
- Year
- 2012
- Tongue
- English
- Weight
- 274 KB
- Volume
- 112
- Category
- Article
- ISSN
- 0167-4544
No coin nor oath required. For personal study only.
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### Product Description Why is it so hard to beat the market? How can you avoid getting caught in bubbles and crashes? You will find the answers in Carl Futiaβs new book, *The Art of Contrarian Trading*. This book will teach you Futiaβs novel method of contrarian trading from the ground up. In 16