Optimal High Frequency Trading with limit and market orders
Fabien GuilbaudHuyen PhamPublished in: CoRR (2011)
Keyphrases
- high frequency
- low frequency
- high resolution
- visual quality
- foreign exchange
- high frequencies
- wavelet transform
- investment strategies
- financial markets
- low pass
- trading strategies
- stock exchange
- market data
- electronic markets
- futures market
- low bit rate coding
- high frequency components
- electricity markets
- wavelet decomposition
- discrete wavelet transform
- stock market
- wavelet coefficients
- phase shifting
- subband
- electronic commerce
- low and high frequency
- frequency band
- wavelet domain
- image segmentation