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Some Basic HFT Strategies

In: High-Frequency Trading and Probability Theory

Author

Listed:
  • Zhaodong Wang
  • Weian Zheng

Abstract

We explain in this chapter a few basic high-frequency trading (HFT) strategies, most of which are seen in various literatures. The further discussion needs some background in probability theory and statistics. Therefore, we can only start the related discussion from Section 5.4.

Suggested Citation

  • Zhaodong Wang & Weian Zheng, 2014. "Some Basic HFT Strategies," World Scientific Book Chapters, in: High-Frequency Trading and Probability Theory, chapter 3, pages 37-57, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789814616522_0003
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