Ideas in Algorithmic Trading and System Modeling for Pedestrians

Laurent Schoeffel

Centre d'Etudes de Saclay (CEA)

November 5, 2011

This document explains the different processes and steps involved in building robust and stable algorithms to unfold financial time series into profitable trading strategies.

Number of Pages in PDF File: 69

Keywords: algorithms, financial markets, random walk model, time series analysis, statistical inference, future contracts

JEL Classification: C10, C15, C22, C50, G11, G14

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Date posted: November 6, 2011  

Suggested Citation

Schoeffel, Laurent, Ideas in Algorithmic Trading and System Modeling for Pedestrians (November 5, 2011). Available at SSRN: http://ssrn.com/abstract=1955251 or http://dx.doi.org/10.2139/ssrn.1955251

Contact Information

Laurent Schoeffel (Contact Author)
Centre d'Etudes de Saclay (CEA) ( email )
Gif-sur-Yvette, 91191
Feedback to SSRN

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