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Leinweber, David's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
4,571 |
Total
Citations
6 |
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1.
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Lopez de Prado, Marcos Hess Energy Trading Company Leinweber, David Lawrence Berkeley National Laboratory
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08 Aug 11
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Last Revised:
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30 Aug 12
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3,301
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Hedging portfolios, robustness, portfolio theory, stationarity, subset corrrelations, Maeloc spread, ECM, ADF, KPSS, PCA, BTCD, MMSC
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Bethel, Wes Lawrence Berkeley National Laboratory Leinweber, David Lawrence Berkeley National Laboratory Ruebel, Oliver Lawrence Berkeley National Laboratory Wu, Kesheng Lawrence Berkeley National Laboratory
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1,270
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VPIN, flash crash, liquidity, flow toxicity, market microstructure, probability of informed trading, circuit breakers, market fragmentation
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