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11 articles

AlgoQuant

2015

  1. Using Returns in Pairs Trading AlgoQuant · Haksun Li

2014

  1. On Some Practical Issues when Using AlgoQuant to Compute the Markowitz Efficient Frontier AlgoQuant · hao.ding

2013

  1. Solving the "Corner Solution Problem" of Portfolio Optimization AlgoQuant · Ken Yiu
  2. Mean-Variance Portfolio Optimization When Means And Covariances Are Unknown AlgoQuant · Ken Yiu

2012

  1. Bloomberg Tick-By-Tick Data Download AlgoQuant · Ken Yiu

2011

  1. NUMERICAL METHOD INC Selected as a Red Herring Top 100 Asia Tech Startup AlgoQuant · Haksun Li
  2. The Role of Technology in Quantitative Trading Research AlgoQuant · Haksun Li
  3. Mean Reversion vs. Trend Following AlgoQuant · Haksun Li
  4. Strategy Optimization AlgoQuant · Haksun Li
  5. The Right (and Wrong) Way to Run an Algorithmic Trading Group AlgoQuant · Haksun Li
  6. Gain Capital FX rate data AlgoQuant · Haksun Li