High frequency trading portfolio optimisation: Integration of financial and human factors.
Sarunas RaudysAistis RaudysPublished in: ISDA (2011)
Keyphrases
- high frequency
- human factors
- low frequency
- financial markets
- sharpe ratio
- market data
- portfolio optimization
- trading systems
- visual quality
- portfolio selection
- high resolution
- portfolio management
- human computer interaction
- financial information
- subband
- discrete wavelet transform
- trading strategies
- low pass
- foreign exchange
- stock market
- stock exchange
- investment strategies
- multi resolution analysis
- wavelet transform
- high frequencies
- wavelet coefficients
- financial data
- stock price
- high frequency components
- frequency band
- high quality
- user centred design
- low bit rate coding