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vivekarora + prediction   18

Trading Physics Market structure Resources/Papers
Prediction  Algorithmic_Trading  High_Frequency  WhitePaperIdeas  LockedMarkets 
5 weeks ago by vivekarora
Market MicroStructure Models
Notes on models used by HFT
Market_Microstructure  High_Frequency  Prediction  Limit_Order_Book 
march 2012 by vivekarora
Max Dama on Automated Trading
Algorithmic_Trading  Statistical_Arbitrage  Prediction 
february 2012 by vivekarora
Modeling Stock Order Flows and Learning Market-Making from Data
Market_Making  Reinforcement  Prediction 
february 2012 by vivekarora
Electronic Market Making Potential Profits and Research Opportunities
High_Frequency  Market_Making  Microprice  Prediction  Kalman_Filter 
february 2012 by vivekarora
The Price Impact of Order Book Events
High_Frequency  Limit_Order_Book  Prediction 
february 2012 by vivekarora
Econometrics: Models of Regime Changes
Hidden_Markov_Models  Regime_Change  Timeseries  Prediction 
february 2012 by vivekarora
High Frequency Trade Prediction with Bivariate Hawkes Process 1
Hawkes_Process  High_Frequency  Prediction 
november 2011 by vivekarora
Modelling Stock Orders Using Hawkes's Self-Exciting Process
High_Frequency  Limit_Order_Book  Prediction 
august 2011 by vivekarora
Jonathon Kilay
Blogs  High_Frequency  quantitative_finance  Prediction  Hidden_Markov_Models 
july 2011 by vivekarora
Trading indicators evolutinary computing
Prediction  genetic_algorths 
july 2011 by vivekarora
Forecasting Prices in the Presence of Hidden Liquidity by Marco Avellaneda, Josh Reed, Sasha Stoikov :: SSRN
Hidden_Liquidity_Prediction  Hidden_ORders  High_Frequency  Prediction 
july 2011 by vivekarora
Evaluating Predictive Accuracy
Prediction  time_series 
july 2011 by vivekarora
HFT Regime Switching Project
High_Frequency  Prediction 
may 2011 by vivekarora
Developing High Frequency Trading models
High_Frequency  PCA  Prediction 
may 2011 by vivekarora
Encyclopedia Trading Stratgies
Forecasting  Prediction  Statistical_Arbitrage 
may 2011 by vivekarora
Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and
Forecasting  Prediction  time_series 
march 2011 by vivekarora
ETF algorithms
ETF  Prediction 
january 2011 by vivekarora

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