The book is a systematic study of the China-Britain relationship during the 1942-1949 period with a particular focus on the two countries' discussions over both the 1943 Sino-British treaty and the discarded Sino-British commercial treaty, the future of Hong Kong, and the political status of Tibet. These were dominated by two underlying themes: the elimination of the British imperialist position in China and the establishment of an equal and reciprocal bilateral relationship. The negotiations started promisingly in 1942-1943, but, by 1949, had failed to reach a satisfactory settlement. Behind the failure lay a complex set of domestic considerations and external factors, including the powerful infl uence of the United States. Even after seven decades, the failure still has a contemporary impact. Recent Sino-British disputes over the Hong Kong Anti-Extradition Law Amendment Bill Movement and incessant Indo-Chinese confl icts and skirmishes over their unsettled borders all attest to the enduring legacy of the years 1942-1949 as setting the scene for subsequent Sino-British and Sino-Indian relations. From this perspective, the history has never left us.

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.