RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521)
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scientific article; zbMATH DE number 6458950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES |
scientific article; zbMATH DE number 6458950 |
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RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (English)
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15 July 2015
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algorithmic trading
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high-frequency trading
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momentum trading
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market impact
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adverse selection
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risk metrics
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inventory risk
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