Ideas in Algorithmic Trading and System Modeling for Pedestrians
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, G14working papers series
Date posted: November 6, 2011
© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.
This page was processed by apollo7 in 0.391 seconds