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结果：找到“high frequency”相关内容216个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

量化金融与金融数学学习资料（全英文）
4 个回复 - 1964 次查看 trading stratygy New folder Gatheral's Notes asset pricing 统计套利_12724677.pdf 【Wilmott】Paul Wilmott On Quantitative Finance.pdf ！static hedge arbitrary payo ...2022-4-30 12:05 - wz151400 - 现金交易版

量化投资与数理金融学习资料（中英文）
8 个回复 - 1911 次查看 7.Advances_in_Complex_Data_Modeling_and_Computational_Methods_in_Statistics_Anna_Maria_Paganoni_2015.pdf 6.Data_Fluency__Empowering_Your_Organization_with_Effective_Data_Communication.pdf ...2021-6-18 09:46 - wz151400 - 现金交易版

程序化交易培训课程作业及代码
2 个回复 - 2131 次查看自动化交易，程序化交易培训课程的作业答案及相关代码可以分级购买，只要自己想要的部分项目介绍HTTPS://WWW.QUANTINSTI.COM/EXECUTIVE PROGRAMME IN ALGORITHMIC TRADING 专业的培训项目，由对冲基金、银行交 ...2018-8-19 12:35 - papayas - 现金交易版

Algorithmic and High-Frequency Trading
11 个回复 - 2356 次查看 Algorithmic and High-Frequency Trading 楼主需要点论坛币，不够的留下邮箱。2021-12-14 13:00 - bulalala1 - 新手入门区

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading
1 个回复 - 1712 次查看 High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems pdf下载 A fully revised second edition of the best guide to high-frequency trading High-frequency trading is ...2016-10-19 21:40 - 浪子彦青 - 休闲灌水

免费Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trad
239 个回复 - 46083 次查看 **** 本内容被作者隐藏 **** Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading, 2nd Edition《打开量化投资的黑箱》英文版，第二版，增加了一章和一个部分 content: Preface ...2013-5-16 15:09 - windblood - 量化投资

【算法与高频交易】 Algorithmic and High-Frequency Trading
123 个回复 - 27171 次查看 Algorithmic and High-Frequency Trading (Mathematics, Finance and Risk) by álvaro Cartea (Author), Sebastian Jaimungal (Author), José Penalva (Author) The design of trading algorithms requi ...2016-11-20 07:45 - cmwei333 - 金融学（理论版）

Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading
3 个回复 - 1857 次查看书名: Inside the Black Box: A Simple Guide to Quantitative and High Frequency Trading 2nd Edition 作者: Rishi K. Narang 出版日期: 2013 出版: Wiley 页数: 337 语言: 英语2019-1-25 19:08 - zhangke0987 - 投资人（实务版）

High-Frequency Trading and Probability Theory
11 个回复 - 4518 次查看 High-Frequency Trading and Probability Theory by Zhaodong Wang, Weian Zheng 2014 | ISBN-10: 9814616508 | 150 pages | PDF | 3 MB This book is the first of its kind to treat high-frequency ...2016-4-1 22:49 - tigerwolf - 金融学（理论版）

高频交易计量方法教材——Econometrics of Financial High-Frequency Data（2012）
403 个回复 - 27474 次查看 **** 本内容被作者隐藏 **** Econometrics of Financial High-Frequency Data，该书介绍了高频交易的中数据的解读以及近几年中所涉及的计量方法，还不错！玩高频交易的可以参考一下！2012-7-1 20:40 - yangweiamss - 经管书评

Econometrics of Financial High-Frequency Data 2012
189 个回复 - 19333 次查看　回复＋6币广告链接：统计学:数据的解读和分析(7e)Statistics: The Exploration & Analysis of Data http://bbs.pinggu.org/forum.php?mod=viewthread&tid=1406909&page=1&extra=#pid1248549 ...2012-3-25 10:09 - lyxxxz - 经管书评

High-frequency_Limit order book
23 个回复 - 7968 次查看 Price fluctuations from the order book perspective - empirical facts and a simple model AbstractStatistical properties of an order book and the eect they have on price dynamicswere studied using t ...2013-4-15 23:30 - cy1991630 - 金融学（理论版）

Handbook of High-Frequency Trading and Modeling in Finance [EPUB]
2 个回复 - 877 次查看 Handbook of High-Frequency Trading and Modeling in Finance [EPUB] English | 2016 | ISBN: 1118443985 | 349 pages | EPUB[/backcolor] [/backcolor] [/backcolor]2021-9-28 15:27 - zhangke0987 - 投资人（实务版）

【原版量化书籍分享】All_About_High-Frequency_Trading
3 个回复 - 2412 次查看这书的题目取的很好，一个是“All”，另一个是“about”。大抵可以做一本科普的读物来读的，不过好的一点是书不厚，但内容是如此之全，以至于，如果你足够牛，你完全可以在读完后开发出一整套高频交易的系统出来。 ...2018-10-31 09:21 - scale0116 - 量化投资

免费-an introduction to high-frequency finance
35 个回复 - 7970 次查看看之前有人在论坛上传过，不过太贵了，这里传一个免费的。 **** 本内容被作者隐藏 ****2011-11-3 01:18 - climber09 - 金融学（理论版）

【高频交易手册】Handbook of High-Frequency Trading and Modeling in Finance 2016
115 个回复 - 14329 次查看应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 Reflecting the fast pace and ever-evolving nature of the financial industry, th ...2016-5-13 23:53 - exuan1991 - 金融学（理论版）

Handbook of High Frequency Trading
7 个回复 - 1023 次查看 Handbook of High Frequency Trading This comprehensive examination of high frequency trading looks beyond mathematical models, which are the subject of most HFT books, to the mechanics of the mark ...2015-3-20 21:05 - tigerwolf - 商学院

【经典教材系列】高频金融数据分析 Risk Estimation on High Frequency
76 个回复 - 6957 次查看 2015年最新教材降价出售期已过！想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） By s ...2015-4-25 04:27 - wwqqer - 量化投资

The high frequency multifractal properties of Bitcoin
0 个回复 - 488 次查看 The high frequency multifractal properties of Bitcoin 是一篇对于证券市场比特币数据分析的多尺度分析综述。2022-7-13 08:39 - psw123 - 新手入门区

Flash Boys: Not So Fast: An Insider’s Perspective on High-Frequency Trading
36 个回复 - 7674 次查看 Flash Boys: Not So Fast: An Insider’s Perspective on High-Frequency Trading Paperback: 184 pages Publisher: Directissima Press; 1 edition (December 10, 2014) Language: English ISBN-10: 06923369 ...2015-1-2 13:02 - tigerwolf - 量化投资

CHAPTER 7 - Analysis of High-Frequency Data
1 个回复 - 295 次查看【作者(必填)】【文题(必填)】 CHAPTER 7 - Analysis of High-Frequency Data 【年份(必填)】【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/B97804445089735001092022-6-21 23:59 - ticket1988 - 求助成功区

Analysis of High Frequency Data in Finance: A Survey
1 个回复 - 353 次查看【作者(必填)】【文题(必填)】 Analysis of High Frequency Data in Finance: A Survey 【年份(必填)】【全文链接或数据库名称(选填)】https://ideas.repec.org/a/fec/journl/v15y2020i2p141-166.html2022-6-22 00:06 - ticket1988 - 求助成功区

【华尔街系列】经典高频交易（High Frequency Trading）入门书：暗池（Dark Pools）
182 个回复 - 46109 次查看想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 2014年最火的高频交易（High Frequency Trading）读物应该要算《快闪小子》（Flash Boys）了吧！链接在这里：[华尔街 ...2014-5-17 20:57 - wwqqer - 金融学（理论版）

Inside the black box: a simple guide to quantitative and high-frequency trading
31 个回复 - 5371 次查看 New edition of book that demystifies quant and algo tradingIn this updated edition of his bestselling book, Rishi K Narang offers in a straightforward, nontechnical style—supplemented by real-world e ...2015-5-10 22:46 - 大家开心 - 投资人（实务版）

Algorithmic and High-Frequency-Trading Textbook 高频交易
1 个回复 - 589 次查看希望可以帮到有需要的人！！2021-12-24 06:00 - wangtianhao810 - 站务与外事

【阿尔法系列】Forecasting High-Frequency Volatility Shocks: An Analytical Real
95 个回复 - 11198 次查看 2016年最新高频策略，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【阿尔法系列】Fama-French五因子模型！【阿 ...2016-2-13 07:05 - wwqqer - 量化投资

High-Frequency Financial Econometrics
6 个回复 - 3442 次查看 Yacine Aït-Sahalia and Jean Jacod, "High-Frequency Financial Econometrics" English | ISBN: 0691161437 | 2014 | 688 pages | PDF | 8 MB High-frequency trading is an algorithm-based computeriz ...2014-8-31 15:27 - igs816 - 计量经济学与统计软件

The High Frequency Game Changer
0 个回复 - 521 次查看 The High Frequency Game Changer: How Automated Trading Strategies Have Revolutionized the Markets English | 2011 | ISBN: 0470770384 | 176 pages | EPUB[/backcolor] [/backcolor] [/backcolor ...2021-9-26 18:16 - zhangke0987 - 投资人（实务版）

High Frequency Trading Models, + Website [EPUB]
0 个回复 - 533 次查看 High Frequency Trading Models, + Website [EPUB] English | 2011 | ISBN: 0470633735 | 336 pages[/backcolor] [/backcolor] [/backcolor]2021-9-26 05:15 - zhangke0987 - 投资人（实务版）

Forecasting the return distribution using high-frequency volatility measures
1 个回复 - 410 次查看【作者(必填)】 23 【文题(必填)】 Forecasting the return distribution using high-frequency volatility measures【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...2021-6-18 19:24 - internet.hzx - 求助成功区

Algorithmic and High-Frequency - Alvaro Cartea
6 个回复 - 2054 次查看 Algorithmic and High-Frequency - Alvaro Cartea2019-4-9 20:26 - 掩抑似含情9 - 量化投资

High-frequency Trading-New Realities for Traders, Markets and Regulators
11 个回复 - 4360 次查看 High-frequency Trading-New Realities for Traders, Markets and Regulators by Maureen O'Hara,Marcos Lopez de Prado and David Easley This is the survival guide for trading in a world where high-freque ...2016-5-19 23:54 - cheeko - 金融学（理论版）

自己收藏的一些高频交易（High Frequency Trading)的资料
37 个回复 - 14894 次查看最近开始对这一块比较感兴趣了。找了一些资料。 1.High-Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems 这本大家应该很熟悉了，国内有中文版的，感觉上是一些介绍性的信息。 ...2012-7-13 09:04 - yiweidon - 金融学（理论版）

Robust Estimation and Inference for Jumps in Noisy High Frequency Data
3 个回复 - 1208 次查看【作者(必填)】 Jia Li （需Econometrica正式出版版本）【文题(必填)】 Robust Estimation and Inference for Jumps in Noisy High Frequency Data: a Local-to-Continuity Theory for the Pre-averaging Method ...2014-6-9 16:17 - pan1111111 - 求助成功区

High frequency market microstructure
2 个回复 - 1337 次查看【作者(必填)】 Maureen O’Hara 【文题(必填)】 High frequency market microstructure 【年份(必填)】 2015.5 【全文链接或数据库名称(选填)】2015-6-8 18:42 - 树林儿 - 求助成功区

Real-Time Risk: What Investors Should Know About FinTech, High-Frequency Trading
14 个回复 - 2374 次查看 Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats a ...2017-3-6 08:06 - lwell20 - 金融学（理论版）

求助文献 where is the value in high frequency trading
2 个回复 - 605 次查看【作者(必填)】 Cartea, álvaro[/backcolor]，Penalva, José[/backcolor] 【文题(必填)】 where is the value in high frequency trading 【年份(必填)】 2012 【全文链接或数据库名称(选填)】2020-9-3 14:04 - 一休大叔 - 文献求助专区

分享High-Frequency Trading (高频交易)书籍
16 个回复 - 4723 次查看上传了几本书籍共享给大家2015-7-21 12:03 - fatmice - 金融学（理论版）

High Frequency Trading (2nd Edition) Irene Aldridge (PDF下载)
21 个回复 - 18081 次查看 High-Frequency Trading A Practical Guide to Algorithmic Strategies and Trading Systems （2nd Edition)[/backcolor] 出第二版了！！！坛子里面有第一版以及中文版，在此不再重发。个人以为，第二版相比第一版 ...2014-6-6 22:02 - 海雨兴风 - 金融学（理论版）

求助最新文献：High frequency traders and the price process
2 个回复 - 761 次查看 High frequency traders and the price process YacineAït-SahaliaaCelsoBrunettib https://doi.org/10.1016/j.jeconom.2019.11.0052019-12-25 20:29 - red123star - 案例库

第二版 High-frequency trading a practical guide to algorithmic...
4 个回复 - 3296 次查看简介：epub A fully revised second edition of the best guide to high-frequency trading High-frequency trading is a difficult, but profitable, endeavor that can generate stable profits in variou ...2013-12-27 15:58 - carvel - 金融学（理论版）

Testing constant factor loading matrix using large panel high-frequency data
3 个回复 - 360 次查看【作者(必填)】Xin-BingKong ChengLiu 【文题(必填)】Testing constant factor loading matrix using large panel high-frequency data 【年份(必填)】2018 【全文链接或数据库名称(选填)】2020-1-29 22:09 - 我来了 - 求助成功区

求 Leverage effect in high-frequency data with market microstructure[
0 个回复 - 387 次查看【作者(必填)】Yuan H, Mu Y, Zhou Y. 【文题(必填)】 Leverage effect in high-frequency data with market microstructure 【年份(必填)】2020 【全文链接或数据库名称(选填)】Statistics and Its Interf ...2020-1-11 21:26 - 地下爆菊 - 文献求助专区

High-Frequency Lead-Lag Effects and Cross-Asset Linkages: a Multi-Asset Lagged A
1 个回复 - 701 次查看【作者(必填)】 ahgoer 【文题(必填)】 High-Frequency Lead-Lag Effects and Cross-Asset Linkages: a Multi-Asset Lagged Adjustment Model* 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://am ...2019-12-9 14:43 - internet.hzx - 求助成功区

Separating Information Maximum Likelihood Method for High-Frequency Financial ..
10 个回复 - 1386 次查看 Separating Information Maximum Likelihood Method for High-Frequency Financial Data by Naoto Kunitomo (Author), Seisho Sato (Author), Daisuke Kurisu (Author) About the Author Naoto Kunitomo, Meiji ...2018-8-16 07:29 - slowry - 金融学（理论版）

求文献Simple Surgical Approach with High-Frequency Radio-Wave Electrosurgery for
2 个回复 - 531 次查看【作者(必填)】Dong Ju[/backcolor] 【文题(必填)】Simple Surgical Approach with High-Frequency Radio-Wave Electrosurgery for Conjunctivochalasis 【年份(必填)】2010 【全文链接或数据库名称(选填)】h ...2019-12-6 11:24 - haidpd - 求助成功区

High frequency trading strategies
2 个回复 - 1136 次查看 High frequency trading strategies, market fragility and price spikes， an agent based model perspective2019-9-1 21:29 - yaz263 - 量化投资

High Frequency R包可以套用到非金融数据上吗
2 个回复 - 1585 次查看如题，很感兴趣高频交易在R上面用high frequency的package是怎么用的。有人有具体code的例子吗？公式什么的都感觉好高深，本人虽然本科是金融的，但完全跟没学一样。。。。。。。。。。对于高频的理解，我 ...2018-10-29 10:16 - Reisa - R语言论坛

Risk and Return in High-Frequency Trading
1 个回复 - 337 次查看【作者(必填)】 we 【文题(必填)】 Risk and Return in High-Frequency Trading[/backcolor]【年份(必填)】 we 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/usercenter/paper/show?paperid=1g1x0j0 ...2019-10-23 02:09 - internet.hzx - 求助成功区

Modelling and Forecasting High Frequency Financial Data-2015
8 个回复 - 1926 次查看 https://www.amazon.com/Modelling-Forecasting-High-Frequency-Financial/dp/1137396482/ref=sr_1_20?s=books&ie=UTF8&qid=1517308104&sr=1-20&keywords=high+frequency+trading This book provides a comprehensi ...2018-1-30 20:06 - cqiao - 金融学（理论版）

{金融市场微观结构理论研究的代表人物} 莫琳•奥哈拉 High-frequency Trading
100 个回复 - 16743 次查看 This is the survival guide for trading in a world where high-frequency trading predominates in markets, accounting for upwards of 60% of trading in equities and futures, and 40% in foreign exchange. H ...2014-6-10 21:08 - 大家开心 - 金融学（理论版）

【金融计量学】High Frequency Financial Econometrics: Recent Developments
6 个回复 - 1773 次查看 High Frequency Financial Econometrics： Recent Developments Features: [*]Presents cutting-edge developments in high frequency financial econometrics [*]Sheds light on some of the most p ...2019-2-3 17:10 - t39best - 学术资源/课程/会议/讲座

Dark Pools and High Frequency Trading For Dummies
30 个回复 - 3281 次查看 Dark Pools and High Frequency Trading For Dummies Jay Vaananen 2015 | ISBN-10: 1118879198 | 240 pages | PDF | 3 MB A plain English guide to high frequency ...2016-10-11 13:54 - igs816 - 量化投资

Handbook of Modeling High-Frequency Data in Finance [高清]
1 个回复 - 1061 次查看 Handbook of Modeling High-Frequency Data in Finance (Wiley Handbooks in Financial Engineering and Econometrics) Author(s): Frederi G. Viens, Maria C. Mariani, Ionut Florescu Publisher: Wiley, Ye ...2018-2-2 07:24 - ka-ka - 金融学（理论版）

Algorithmic and High-Frequency Trading
19 个回复 - 8396 次查看 Algorithmic and High-Frequency Trading [*]AUTHORS: [*]álvaro Cartea, University College London [*]Sebastian Jaimungal, University of Toronto [*]José Penalva, Universidad Carlos III de Madrid ...2016-4-18 15:24 - 铜矿峪 - 量化投资

Copula based multivariate semi-Markov models with applications in high-frequency
2 个回复 - 552 次查看【作者(必填)】 23 【文题(必填)】 Copula based multivariate semi-Markov models with applications in high-frequency finance【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirec ...2019-5-29 00:38 - internet.hzx - 求助成功区

Best Practices in Operating High Frequency Metro Services
1 个回复 - 343 次查看【作者(必填)】 Shane Canavan 【文题(必填)】 Best Practices in Operating High Frequency Metro Services 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://journals.sagepub.com/doi/full/10.1 ...2019-5-29 09:47 - peterxu1969 - 求助成功区

求No Speed Limits: High-Frequency Trading and Flash Boys
1 个回复 - 439 次查看【作者(必填)】John C. Bogle 【文题(必填)】No Speed Limits: High-Frequency Trading and Flash Boys 【年份(必填)】2014 【全文链接或数据库名称(选填)】https://jpm.iijournals.com/content/40/4/12019-5-17 14:38 - 上官缨 - 文献求助专区

A markov chain estimator of multivariate volatility from high frequency data
3 个回复 - 692 次查看【作者(必填)】 Anne Floor Brix, Asger Lunde 【文题(必填)】 A markov chain estimator of multivariate volatility from high frequency data 【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://l ...2016-6-7 17:11 - bkjg - 求助成功区

金融高频数据建模手册Handbook of Modeling High-Frequency Data in Finance
325 个回复 - 23440 次查看 2012新书金融高频数据建模手册 Frederi G. Viens, Maria C. Mariani "Handbook of Modeling High-Frequency Data in Finance" ISBN: 0470876883 | 2012 | PDF | 456 pages | 5 MB 收费：6币。手册 ...2012-4-9 10:59 - onceonce - 经管书评

请问哪里有highfrequency的中文教程
0 个回复 - 806 次查看我英语不太好看不懂英文的教程，翻译工具翻译出来的又不准确2019-3-31 13:51 - aalexxx - R语言论坛

R中highfrequency包的跳跃检验问题
0 个回复 - 815 次查看如图(图中sample和data11数据是一样的)，进行AJjumptest一直出现这个问题，不知道如何解决，请教一下大家2019-3-27 12:10 - hyy090402 - 爱问频道

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading
1 个回复 - 1285 次查看 High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems pdf下载 A fully revised second edition of the best guide to high-frequency trading High-frequency trading i ...2016-10-15 10:42 - 浪子彦青 - 休闲灌水

Forecasting Value-at-Risk using high frequency data: The realized range model
3 个回复 - 580 次查看【作者(必填)】Xi-DongShaoa[/backcolor]Yu-JunLianb[/backcolor]Lian-QianYin[/backcolor] 【文题(必填)】Forecasting Value-at-Risk using high frequency data: The realized range model 【年份(必填)】20 ...2019-1-4 22:51 - Alicefree - 求助成功区

High-frequency Statistical Arbitrage高频统计套利论文
7 个回复 - 2629 次查看 High-frequency Statistical Arbitrage高频统计套利论文： tick线上的高频统计套利实证：2017-9-1 17:43 - hangwuyu - 量化投资

Intraday volatility and scaling in high frequency foreign exchange markets
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Extreme co-movements and extreme impacts in high frequency data in finance
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Highly flexible distributions to fit multiple frequency financial returns
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High Frequency Trading Limit Order Book Dynamics pdf下载
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【最新好书，本站独家】All About High Frequency Trading
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Handbook of Modeling High-Frequency Data in Finance
6 个回复 - 2320 次查看 In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Mode ...2014-12-17 08:45 - dong1104 - 计量经济学与统计软件

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Principal Component Analysis of High Frequency Data
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Event-Driven Holding Control for High-Frequency Transit
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