|
|
An Introduction to High-Frequency Finance - , Michel Dacorogna
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000... |
 |
|
|
| Download PDF |
| An Introduction to High-Frequency Finance - , Michel Dacorogna |
|
