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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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Trading strategies within the edges of no-arbitrage
Cartea, Álvaro; Jaimungal, Sebastian; Ricci, Jason - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
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Irreversible investments and ambiguity aversion
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-26
Persistent link: https://www.econbiz.de/10011763919
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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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Market making with alpha signals
Cartea, Álvaro; Wang, Yixuan - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
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Latency and liquidity risk
Cartea, Álvaro; Jaimungal, Sebastian; … - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-37
Persistent link: https://www.econbiz.de/10012807838