An Introduction to High-Frequency Finance by Dacorogna

An Introduction to High-Frequency Finance



Download An Introduction to High-Frequency Finance




An Introduction to High-Frequency Finance Dacorogna ebook
Format: djvu
Page: 407
ISBN: 0122796713, 9780122796715
Publisher: Academic Press


Haldane is Executive Director for Financial Stability at the Bank of England and. An Introduction to High-Frequency Finance by Dacorogna. I wonder if a sort of “mutual disarmament” (forced by the introduction of a tax on transactions) would pay dividends in the form of redirecting this effort somewhere more constructive. About financial innovation than I am. An Introduction to High-Frequency Finance. I recommend Andrew Haldane's speech, The Race to Zero, on high frequency trading (HFT). Google "An introduction to high frequency finance". Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals. 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. Basically, I have some irregularly spaced financial data. Download An Introduction to High-Frequency Finance.