1. ALGORITHMIC TRADING 2. Founded in 1807, John Wiley & Sons is the oldest independent publish- ing company in the United States.With offices in North America, Europe,…
Slide 1Stochastic model of order book Chung, Dahan, Hocquet, Kim MS&E 444, Stanford University, June 2009 Potential for High frequency trading applications Slide 2 Our…
Slide 1Directional Changes A new concept for summarising price movements Edward Tsang Presenter Richard Olsen Inventor Han Ao Demonstrator Slide 2 How History Is Recorded…