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Game Theoretic Models in High-Frequency Trading: Strategic Interactions, Order Flow Dynamics, and Multi-Agent Market Simulation

Game Theoretic Models in High-Frequency Trading: Strategic Interactions, Order Flow Dynamics, and Multi-Agent Market Simulation

Paperback

Investing & FinanceGeneral Mathematics

Currently unavailable to order

ISBN13: 9798198786165
Publisher: Independently Published
Pages: 500
Weight: 1.32
Height: 1.24 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

This book presents a rigorous exploration of game-theoretic frameworks applied to high-frequency trading (HFT) environments. It examines how strategic interactions among sophisticated market participants shape order flow dynamics and influence modern electronic markets.

Readers will find detailed analysis of multi-agent modeling techniques that simulate realistic market microstructures, capturing the complex decision-making processes of high-frequency traders, market makers, and institutional players. The work bridges game theory, agent-based simulation, and empirical market microstructure research to provide a structured understanding of competitive dynamics in ultra-low latency trading settings.

Also from

Munrow, Danny

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General Mathematics