Nonsynchronous trading is one of the hot issues in financial high frequency data processing.
不同步交易乃金融中高频数据处理的重要课题之一。
Unlike low frequency data, high frequency data has the calendar effects and long memory volatility.
与低频数据不同,高频数据通常具有“日历效应”和波动长记忆性。
The high frequency data make the deeper study of microscopic market mechanism and movement mechanism available.
高频数据的获得使人们可对市场的微观结构和运行机制进行深入研究。
应用推荐