商品簡介
Drawing on his research into the exchange-traded fund market and volatility trading for his doctoral dissertation in mathematics, Jiang argues that exchange-traded fund prices do not follow random walks, explores some of the factors are that impact their non-random walk behavior, and suggests how to take advantage of such price dynamics in trading exchange-traded funds. He presents the results of four tests on equity, bond, commodity, and currency exchange-traded funds, and looks at models of return auto-correlation, and the discrete sampling of variances. Annotation c2015 Ringgold, Inc., Portland, OR (protoview.com)
