- C++ Design Patterns for Low-latency Applications Including High-frequency Trading
2023/09/08 by Paul Bilokon, Bilokon, Paul, Burak Gunduz +1 · 5 voices
Computer Science · Economics, Econometrics and Finance · #Advanced Data Storage Technologies #Algorithmic trading #Benchmarking #Business #Cache #Cloud Computing and Resource Management #Computer network #Computer science #Finance #High-frequency trading #Latency (audio) #Low latency (capital markets) #Marketing #Parallel Computing and Optimization Techniques #Parallel computing #Profitability index #Statistical arbitrage #Telecommunications #Trading strategy #cs.PF #q-fin.TR
- Copula-Based Trading of Cointegrated Cryptocurrency Pairs
2023/05/11 by Masood Tadi, Tadi, Masood, Jiří Witzany +1 · 1 citation
Economics, Econometrics and Finance · #Algorithmic trading #Alternative trading system #Capital asset pricing model #Cointegration #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #Computer science #Copula (linguistics) #Cryptocurrency #Econometrics #Economics #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #Financial economics #Market Dynamics and Volatility #Pairs trade #Profitability index #Statistical Finance (q-fin.ST) #Statistical arbitrage #Trading and Market Microstructure (q-fin.TR) #Trading strategy
- Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds
2002/12/01 by Gordon Gemmill, Dylan C. Thomas · 1 citation
Business, Management and Accounting · Economics, Econometrics and Finance · #Arbitrage #Arbitrage pricing theory #Asset (computer security) #Business #Capital asset pricing model #Computer science #Econometrics #Economics #Financial Markets and Investment Strategies #Financial Reporting and Valuation Research #Financial economics #Fixed income arbitrage #Housing Market and Economics #Index arbitrage #Monetary economics #Risk arbitrage #Statistical arbitrage