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61
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
62
Algorithms put to test: Control of algorithms in securities trading through mandatory market simulations?
Raschner, Patrick
-
2021
Persistent link: https://www.econbiz.de/10012587378
Saved in:
63
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
64
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
65
Automated trading systems' evaluation using d-Backtest PS method and WM ranking in financial markets
Vezeris, Dimitrios
;
Kyrgos, Themistoklis
;
Karkanis, Ioannis
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012303136
Saved in:
66
Sind Geschwindigkeit und Effizienz wirklich alles? : eine perspektivenorientierte, ökonomische Analyse des Hochfrequenzhandels an internationalen Wertpapierbörsen
Holzmann, Linus
- In:
Die Digitalisierung und die Digitale Transformation der …
,
(pp. 239-266)
.
2020
Persistent link: https://www.econbiz.de/10012269770
Saved in:
67
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
68
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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69
The economics of flash orders and trading
Harris, Lawrence E.
;
Namvar, Ethan
- In:
Journal of investment management : JOIM
14
(
2016
)
4
,
pp. 74-86
Persistent link: https://www.econbiz.de/10011691378
Saved in:
70
Algorithmic trading and liquidity : long term evidence from Austria
Mestel, Roland
;
Murg, Michael
;
Theissen, Erik
-
2018
Persistent link: https://www.econbiz.de/10011984099
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