Jim Wang

Stevens Institute of Technology

Hoboken, NJ 07030

United States

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Scholarly Papers (1)

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Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 02 Mar 2012
Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
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Abstract:

high-frequency trading, average daily volume, trading strategy