Narrow search
Showing 1 - 10 of 271
Cover Image
Internalisation by electronic FX spot dealers
Butz, M.; Oomen, R. - In: Quantitative finance 19 (2019) 1, pp. 35-56
Persistent link: https://www.econbiz.de/10012194619
Cover Image
Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations
Isaenko, Sergei - In: Quantitative finance 18 (2018) 12, pp. 2051-2065
Persistent link: https://www.econbiz.de/10012262965
Cover Image
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin - In: Quantitative finance 22 (2022) 3, pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Cover Image
Pairs trading under transaction costs using model predictive control
Primbs, James A.; Yamada, Yuji - In: Quantitative finance 18 (2018) 6, pp. 885-895
Persistent link: https://www.econbiz.de/10011907977
Cover Image
Learning multi-market microstructure from order book data
Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 19 (2019) 9, pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803
Cover Image
Market making with inventory control and order book information
Donatoni, Enrico; Paterlini, Sandra; Bazzana, Flavio - In: Quantitative finance 22 (2022) 3, pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Cover Image
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen; Ramaswamy, Vasudeva - In: Quantitative finance 23 (2023) 12, pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Cover Image
Optimal execution in Hong Kong given a market-on-close benchmark
Frei, Christoph; Westray, Nicholas - In: Quantitative finance 18 (2018) 4, pp. 655-671
Persistent link: https://www.econbiz.de/10011906452
Cover Image
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes - In: Quantitative finance 19 (2019) 6, pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Cover Image
Price signatures
Oomen, Roel - In: Quantitative finance 19 (2019) 5, pp. 733-761
Persistent link: https://www.econbiz.de/10012194712