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Algorithmic Trading
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Fractal Processes
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High-Frequency Trading
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Market Impact
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Optimal Execution
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Quantitative Finance
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Risk Measures
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Self-similar Processes
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algorithmic trading
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market microstructure
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optimal trading
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Labadie, Mauricio
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Lehalle, Charles-Albert
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Department of Economics, National University of Ireland
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Optimal starting times, stopping times and risk measures for
algorithmic
trading
Labadie, Mauricio
;
Lehalle, Charles-Albert
-
HAL
-
2012
. We also study an alternative set of risk measures for the optimisation of
algorithmic
trading
curves. We assume a self …
Persistent link: https://www.econbiz.de/10010899433
Saved in:
2
Optimal
algorithmic
trading
and market microstructure
Labadie, Mauricio
;
Lehalle, Charles-Albert
-
HAL
-
2010
trading curves for different types of portfolios. These curves correspond to the
algorithmic
trading
strategies that minimize …
Persistent link: https://www.econbiz.de/10009004098
Saved in:
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