Alex Kulesza

University of Pennsylvania

Philadelphia, PA 19104

United States

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1

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Scholarly Papers (1)

1.

Empirical Limitations on High Frequency Trading Profitability

Number of pages: 15 Posted: 22 Sep 2010
Michael Kearns, Alex Kulesza and Yuriy Nevmyvaka
University of Pennsylvania, University of Pennsylvania and University of Pennsylvania
Downloads 3,119 (2,056)
Citation 7

Abstract:

Computational Finance, Market Microstructure