A Practical Real Options Approach to Valuing High Frequency Trading System R&D Projects

In the age of automation, trading and market making is about estimating the fair price of automated trading system research and development projects. This requires a new methodology to arrive at such a fair price. A real options framework is a natural choice. In this paper we review a methodology for automated trading system R&D and present a practical real option model for valuing such projects so as to enable rapid strategy cycling

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Year of publication:	2015
Authors:	Kumiega, Andrew
Other Persons:	Van Vliet, Ben (contributor)
Publisher:	[2015]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (19 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Trading. Vol. 8, No. 3. 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 15, 2013 erstellt
Other identifiers:	10.2139/ssrn.2327201 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013035053