Risk metrics and fine tuning of high-frequency trading strategies
Álvaro Cartea; Sebastian Jaimungal
| Year of publication: |
2015
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|---|---|
| Authors: | Cartea, Álvaro ; Jaimungal, Sebastian |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 3, p. 576-611
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| Subject: | algorithmic trading | high-frequency trading | momentum trading | market impact | adverse selection | risk metrics | inventory risk | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Wertpapierhandel | Securities trading | Adverse Selektion | Adverse selection | Anlageverhalten | Behavioural finance | Risiko | Risk | Risikomanagement | Risk management | Börsenkurs | Share price | Risikomaß | Risk measure |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011350564