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Market making with alpha signals
Cartea, Álvaro; Wang, Yixuan - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
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Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro; Jaimungal, Sebastian - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
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Profitability of trading in the direction of asset price jumps : analysis of multiple assets and frequencies
Fičura, Milan - In: Prague economic papers : a bimonthly journal of … 28 (2019) 4, pp. 385-401
Persistent link: https://www.econbiz.de/10012130976
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Modelling intervalling effect of high frequency trading on portfolio volatility
Hong, KiHoon - In: Theoretical economics letters 9 (2019) 7, pp. 2362-2370
Persistent link: https://www.econbiz.de/10012213747
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Modelling intervalling effect of high frequency trading on portfolio volatility
Hong, KiHoon - In: Inventi impact: supply chain & logistics (2020) 1, pp. 56-64
Persistent link: https://www.econbiz.de/10012314621