INFO:

简介高频交易(HFT)是使用计算机程序实现短期的量化投资策略。高频交易通常可用于股票，期权，期货，ETF, 货币以及其他支持电子交易的金融产品。比起传统长期持有的投资策略，高频交易往往能达到更高的夏普比率（Sharpe ratio）。截止到2010年，高频交易在美国所有股票交易量里占了70%，同时高频交易在欧洲和亚洲也迅速增长。有很多欧美的金融机构用MATLAB来开发高频交易的

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・观看了此视频「

运用MATLAB开发高频交易算法 - MATLAB

」@mathworks.com
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