An introduction to high-frequency finance
了解 Ramazan Gençay; Michel Dacorogna; Ulrich A. Muller; Olivier Pictet 的《An introduction to high-frequency finance》(An introduction to high-frequency finance):2007-02-22–2026-11-01 的 Hacker News 数据中有 2 次提及、2 位讨论者。阅读原文摘录、比较不同观点,将它加入你的书单。
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在 Hacker News 阅读原文…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.
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