beathespread

What does "Bad" HFT look like, how often does it happen, and how de we detect it? This report focus on strategies that seek to create short term mispricing and jow to respond to those strategies.

Abstract- This paper proposes a novel evolutionary computing method called a genetic quantum algorithm (GQA). GQA is based on the concept and principles of quantum computing such as qubits and superposition of states. Instead of binary, numeric, or...

Dimension of the minimal cover and fractal analysis of time series by M. M. Dubovikov, N.V. Starchenko, M. S. Dubovikov This is the article that served as a basis for the iVAR calculation you can download the Variation index iVAR read the original...

How to detect HFT?This is interesting paper about High Frequency Tradings. It is of a great interest and that is why I choose to upload it as a file and not to share as a link. The conlusions in this paper are not decisive. However there are...

Here I add the excel template. Here you can see exactly what I did. 1. First I export the data from the MT4 history.  2. I open the CSV file with Excel or Open office Calc 3. I create a new column where I use the  =ln (F3/F2), the F...

Here on this paper it is concluded that the periods with large Hurst exponent can be predicted more accurately than those with H values close to random series. This suggests that stock markets are not totally random in all periods. Some periods have...