Olá, um dos assuntos que tenho estudado recentemente é High Frequency Trading.
HFT
High Frequency Trading, ou negociação de alta frequência, é uma estratégia de negociação automatizada em que computadores utilizam algoritmos complexos para executar transações financeiras em alta velocidade. Essa técnica é usada para aproveitar pequenas flutuações de preço no mercado e lucrar com essas variações.
Dessa forma, eu decidi fazer um curso no Coursera: Computational Investing do Coursera. Vou utilizar posts para escrever resumos sobre o curso de forma a fixar melhor o conteúdo e também melhorar minha escrita. As informações do curso estão em seguida:
Informações sobre o curso
- Link para o curso: https://www.coursera.org/learn/computational-investing
- Instrutor: Dr. Tucker Balch
- Duração: Aproximadamente 17 horas
Definições
- Return: The gain or loss of a security in a particular period. The return consists of the income and the capital gains relative on an investment. It is usually quoted as a percentage.
- Risk: The chance that an investment’s actual return will be different than expected. Risk includes the possibility of losing some or all of the original investment. Different versions of risk are usually measured by calculating the standard deviation of the historical returns or average returns of a specific investment. A high standard deviation indicates a high degree of risk.Many companies now allocate large amounts of money and time in developing risk management strategies to help manage risks associated with their business and investment dealings. A key component of the risk mangement process is risk assessment, which involves the determination of the risks surrounding a business or investment.
- Arbitrage: The simultaneous purchase and sale of an asset in order to profit from a difference in the price. It is a trade that profits by exploiting price differences of identical or similar financial instruments, on different markets or in different forms. Arbitrage exists as a result of market inefficiencies; it provides a mechanism to ensure prices do not deviate substantially from fair value for long periods of time.
- Order Book: A trading floor participant responsible for maintaining a list of public market or limit orders of a specific option class using the “market-marker” system of executing orders.
As definições foram retiradas do site investopedia.com.