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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主要作者: | RASYADI PUTRAUTAMA (NIM : 13513046), BAYU |
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格式: | Final Project |
語言: | Indonesia |
在線閱讀: | https://digilib.itb.ac.id/gdl/view/21398 |
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機構: | Institut Teknologi Bandung |
語言: | Indonesia |
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