CUTTING-EDGE DEVELOPMENTS IN HIGH-FREQUENCY FINANCIAL ECONOMETRICS In recent years, the availability of high-frequency data and advances in computing have allowed financial practitioners to design systems that can handle and analyze this information. Handbook of Modeling High-Frequency Data in Finance addresses the many theoretical and practical questions raised by the natur...(展开全部)

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 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-...(展开全部)

Visualizing the data is an essential part of any data analysis. Modern computing developments have led to big improvements in graphic capabilities and there are many new possibilities for data displays. This book gives an overview of modern data visualization methods, both in theory and practice. It details modern graphical tools such as mosaic plots, parallel coordinate plots,...(展开全部)

Functional magnetic resonance imaging (fMRI) has become the most popular method for imaging brain function. Handbook of Functional MRI Data Analysis provides a comprehensive and practical introduction to the methods used for fMRI data analysis. Using minimal jargon, this book explains the concepts behind processing fMRI data, focusing on the techniques that are most commonly us...(展开全部)

If you're a developer looking to supplement your own data tools and services, this concise ebook covers the most useful sources of public data available today. You'll find useful information on APIs that offer broad coverage, tie their data to the outside world, and are either accessible online or feature downloadable bulk data. You'll also find code and helpful links. This gui...(展开全部)

The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchang...(展开全部)

Python is a first-class tool for many researchers, primarily because of its libraries for storing, manipulating, and gaining insight from data. Several resources exist for individual pieces of this data science stack, but only with the new edition of Python Data Science Handbook do you get them all—IPython, NumPy, pandas, Matplotlib, Scikit-Learn, and other related tools. Worki...(展开全部)

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to peopl...(展开全部)

Yves Hilpsch是Python Quants（德国）股份有限公司的创始人和任事股东，也是Python Quants（纽约）有限责任公司的共同创办人。该集团提供基于Python的金融和衍生品分析软件（参见http://pythonquants.com，http://quant-platfrom.com和http://dx-analytics.com），以及和Python及金融相关的咨询、开发和培训服务。 Yves还是Derivatives Analytics with Python（Wiley Finance，2015）的作者。作为获得数理金融学博士学位的商业管理专业研究生，他在萨尔州大学讲授计算金融学中的数值化方法课程。