Skip to content
Numerical Method , home
Menu
Search

Writing Filed under

18 articles

Algorithmic Trading

2015

  1. Using Returns in Pairs Trading AlgoQuant · Haksun Li

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. Trading and Investment as a Science Algorithmic Trading · Haksun Li
  2. Order Book Based HFT Trading for NSE India Algorithmic Trading · lokeshmadan
  3. High Frequency Trading using Tick By Tick Data Algorithmic Trading · lokeshmadan
  4. Money Making Black Box Machines in Financial Markets In-depth Study Algorithmic Trading · lokeshmadan
  5. Data Mining Algorithmic Trading · Haksun Li

2011

  1. The Role of Technology in Quantitative Trading Research AlgoQuant · Haksun Li
  2. Simple Return for Short Position Algorithmic Trading · Ken Yiu
  3. Mean Reversion vs. Trend Following AlgoQuant · Haksun Li
  4. On White’s (2000) Reality Check Algorithmic Trading · kevinsun
  5. Quantitative Trading: Economist Approach vs. Mathematician Approach Algorithmic Trading · Haksun Li
  6. Open Source Trading Software Or Not? Algorithmic Trading · Haksun Li
  7. Strategy Optimization AlgoQuant · Haksun Li
  8. Algorithmic Trading Courses Algorithmic Trading · Haksun Li
  9. The Right (and Wrong) Way to Run an Algorithmic Trading Group AlgoQuant · Haksun Li
  10. Gain Capital FX rate data AlgoQuant · Haksun Li