Results for "research paper"
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Implementing Hanson's Market Maker
...eful.) Hanson’s twopapers on the subject are excelle...Proebsting at Microsoft Research for Microsoft’s inte...ines” in Hanson’s papers. But I haven’t seen th...port on soon [update: see our paper "A utility framework for...3264 days ago
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Shortcut to Discovery Computerized Trading System Development and Modeling by Mark Brown
This is a very interesting presentation about system trading and development. The the...han the third quartile of average closed position gains. I have written a paper on this and will post a...4084 days ago
What impact would have the Tobin tax in Europe?
This is of course a highly controversial paper. Some big guys are scary that they would use their edge. Whatever they will tell you SPEED is an edge. And of course many forget what the...4216 days ago
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Tic Volume, Volatility Cycles, Market orders attack and most of all TIMING
...the markets it is necessary to consider how they behave. There is a research book that mentions that the a...by non-algorithmic traders. However as it is stated in the research paper. Fifth, we find evidence t...4254 days ago
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- This is a research paper from the bank of England a little long to read but offers some very interesting insights between the patience and the impatience. I was first interested in the explanationabout the HFT strategies but the paper has some very deep insight about the market structure. It is ...
Tags: research paper
4244 days ago