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ETFs, High-Frequency Trading and Flash Crashes
Aldridge, Irene, (2016)
Algorithmic setups for trading popular U.S. ETFs
Cohen, Gil, (2020)
The Indicators of Stock Market Macro Turning Points During Global Financial Crisis - Application to Dynamic Asset Allocation Investment Strategy Using Index and Exchange Traded Funds
Bijak, George, (2017)
High frequency trading : a practical guide to algorithmic strategies and trading systems
Aldridge, Irene, (2010)
Can high-frequency traders game futures?
Aldridge, Irene, (2012)
Measuring accuracy of trading strategies
Aldridge, Irene, (2009)