An introduction to high-frequency finance
Explore An introduction to high-frequency finance by Ramazan Gençay; Michel Dacorogna; Ulrich A. Muller; Olivier Pictet: 2 Hacker News mentions from 2 participants in 2007-02-22–2026-11-01. Read original excerpts, compare opinions and save this book.
Share on XAn introduction to high-frequency finance
2 mentions · 2 participants · 1 recommenders
Book editionFrom the conversation
Latest 2 source recordsA mention is not an endorsement. Labels are automatically classified by the source. Follow the original discussion to verify the context.
This record preserves its author, date and source link. Open HN to read the full context.
Read on Hacker News…statistical modelling for financial instruments. In terms of keeping up with the community, zerohedge.com provides valuable advice and recently provided the full PDF of 'an introduction to high-frequency finance'. In terms of low latency architecture and platforms, check the docs for Red Hat's MRG, SuSE's SLIRT, and highscalability.com. You'll find most of your Unix knowledge is tied towards performance rather than determinism, and you'll need to re-learn a lot of your knowledge and delve deeper into strace and systemtap.
Read on Hacker News