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Systematisierung und Konzeption von Arbitragestrategien des Hochfrequenzhandels

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Praxishandbuch Hochfrequenzhandel Band 2

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Zusammenfassung

Bei der Kategorie der Arbitragestrategien im Hochfrequenzhandel wird unterschieden nach Statistical Arbitrage, Cross Market Arbitrage und Cross Asset Arbitrage und es wird insbesondere strategiespezifisch grundsätzlich differenziert nach Marktebene und Produktebene. Bei der Begrifflichkeit der einzelnen Strategien wird klassifiziert nach Latenzarbitrage und Korrelationsarbitrage, wobei die Latenzarbitrage als eigenständige Kategorie präsentiert wird.

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Authors and Affiliations

  1. Dubai, Vereinigte Arabische Emirate

    Uwe Gresser

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  1. Uwe Gresser
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Correspondence to Uwe Gresser .

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Gresser, U. (2018). Systematisierung und Konzeption von Arbitragestrategien des Hochfrequenzhandels. In: Praxishandbuch Hochfrequenzhandel Band 2. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13877-6_8

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  • DOI: https://doi.org/10.1007/978-3-658-13877-6_8

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  • Publisher Name: Springer Gabler, Wiesbaden

  • Print ISBN: 978-3-658-13876-9

  • Online ISBN: 978-3-658-13877-6

  • eBook Packages: Business and Economics (German Language)

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