{"title":"低买高卖:高频交易视角","authors":"Á. Cartea, S. Jaimungal, Jason Ricci","doi":"10.2139/ssrn.1964781","DOIUrl":null,"url":null,"abstract":"We develop a high frequency (HF) trading strategy where the HF trader uses her superior speed to process information and to post limit sell and buy orders. By introducing a multifactor mutually exc...","PeriodicalId":178382,"journal":{"name":"ERN: Portfolio Optimization (Topic)","volume":"16 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2014-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"192","resultStr":"{\"title\":\"Buy Low Sell High: A High Frequency Trading Perspective\",\"authors\":\"Á. Cartea, S. Jaimungal, Jason Ricci\",\"doi\":\"10.2139/ssrn.1964781\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We develop a high frequency (HF) trading strategy where the HF trader uses her superior speed to process information and to post limit sell and buy orders. By introducing a multifactor mutually exc...\",\"PeriodicalId\":178382,\"journal\":{\"name\":\"ERN: Portfolio Optimization (Topic)\",\"volume\":\"16 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-04-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"192\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Portfolio Optimization (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1964781\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Portfolio Optimization (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1964781","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Buy Low Sell High: A High Frequency Trading Perspective
We develop a high frequency (HF) trading strategy where the HF trader uses her superior speed to process information and to post limit sell and buy orders. By introducing a multifactor mutually exc...
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