HIGH-FREQUENCY TRADING IMPLEMENTATION WITH STOCK PRICE PREDICTION
High-Frequency Trading (HFT) is a form of algorithmic trading which utilizes computer speed to perform large amount of orders within 1 second. Institutions that use HFT don’t publicly provide documentations of their program. Documented simple HFT that has been implemented has a Sharpe Ratio below...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/21398 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |