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Ricky Cooper

Illinois Institute of Technology - Stuart School of Business, IIT

10 West 35th Street, 18th Floor

Chicago, IL 60616

United States

  • Illinois Institute of Technology - Stuart School of Business, IIT

SCHOLARLY PAPERS

13

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Top 31,586

in Total Papers Downloads

4,013

TOTAL CITATIONS

4

Scholarly Papers (13)

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1.

Benchmarking Commodity Investments

Journal of Futures Markets, Forthcoming
Number of pages: 44 Posted: 09 Mar 2016 Last Revised: 11 Sep 2017
Jesse Blocher, Ricky Cooper and Marat Molyboga
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT and Efficient Capital Management, LLC
Downloads 1,268 (40,379)
Citation 1

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commodity investments, risk premia, smart beta, exchange traded funds

2.

Competitive Advantage in Algorithmic Trading: A Behavioral Innovation Economics Approach

Review of Behavioral Finance, Vol. 15, Issue 3
Number of pages: 40 Posted: 11 Mar 2022 Last Revised: 03 Jan 2024
Ricky Cooper, Wendy Currie, Jonathan Seddon and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Audencia School of Management, Audencia Nantes School of Management and Illinois Institute of Technology - Stuart School of Business
Downloads 1,182 (44,745)
Citation 2

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3.

Multi-Scale Capability: A Better Approach to Performance Measurement for Algorithmic Trading

Algorithmic Finance (2015), 4:1-2, 53-68
Number of pages: 17 Posted: 30 Aug 2014 Last Revised: 28 Jul 2015
Ricky Cooper, Michael Ong and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Michael K. Ong Risk Advisory and Illinois Institute of Technology - Stuart School of Business
Downloads 508 (138,539)

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risk-adjusted performance measure, term structure of capability, algorithmic trading, prudence

4.

How Does High Frequency Trading Affect Low Frequency Trading?

Journal of Behavioral Finance, Forthcoming
Number of pages: 43 Posted: 19 Dec 2016
Ricky Cooper, Kun Li and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Beijing Normal University (BNU) - School of Economics and Business Administration and Illinois Institute of Technology - Stuart School of Business
Downloads 431 (168,427)
Citation 1

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high frequency trading, limit order book, liquidity, order execution quality

5.

High Frequency Equity Performance Attribution

Journal of Performance Measurement, Vol 16 No 3, 2012
Number of pages: 27 Posted: 30 Jan 2015
Ricky Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 241 (316,532)

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performance measurement, absolute return, high frequency trading

6.

Absolute Return Equity Risk Attribution and Forecasting

Journal of Performance Measurement, Vol 17, No 2, Winter 2013
Number of pages: 28 Posted: 30 Jan 2015
Ricky Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 178 (426,635)

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Absolute return, Risk Attribution, High Frequency Trading

7.

Adding Derivatives to Absolute Return Attribution

Journal of Performance Measurement, Vol 17 No 3, Spring 2013
Number of pages: 17 Posted: 30 Jan 2015
Ricky Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 129 (561,789)

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Derviatives, Attribution, Absolute return, High Frequency Trading

8.

Knowledge Management and Capability Theory in Structured Products: Perspectives from Industry Professionals

Journal of Knowledge Management Practice, Forthcoming
Number of pages: 16 Posted: 22 Apr 2024
Seung You Cha, Ricky Cooper, Ben Van Vliet and Lizi Zhu
Illinois Institute of Technology, Stuart School of Business, Students, Illinois Institute of Technology - Stuart School of Business, IIT, Illinois Institute of Technology - Stuart School of Business and Northeastern Illinois University
Downloads 76 (830,555)

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structured products, behavioral innovation economics, strategic entrepreneurship, competitive advantage, expected capability theory

9.

Whole Distribution Statistical Process Control in High Frequency Trading

Journal of Trading. Vol. 7, No. 2. 2012., https://doi.org/10.3905/jot.2012.7.2.057
Posted: 21 May 2019
Ricky Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business

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high frequency trading, statistical process control, generalized lambda distribution

10.

The Rationale for AT 9000: An ISO 9000-Style Quality Management System Standard for Automated and Algorithmic Trading

Journal of Trading. Vol. 8, No. 3. 2013., https://doi.org/10.3905/jot.2013.8.3.102
Posted: 21 May 2019
Ben Van Vliet, Ricky Cooper, Andrew Kumiega and Jim Northey
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology - Stuart School of Business, IIT, Illinois Institute of Technology - Stuart School of Business and FIX Protocol, Ltd.

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quality management system standard, automated trading

11.

Expected Return in High Frequency Trading

Journal of Trading, Vol. 10, No. 2, pp. 34-40, https://doi.org/10.3905/jot.2015.10.2.034
Posted: 21 May 2019
Ricky Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business

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High frequency trading, expected return, alpha

12.

Phantom Liquidity and High Frequency Quoting

Journal of Trading, Vol. 11, No. 3, 6-15, 2016., https://doi.org/10.3905/jot.2016.11.3.006
Posted: 21 May 2019
Jesse Blocher, Ricky Cooper, Jonathan Seddon and Ben Van Vliet
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT, Audencia Nantes School of Management and Illinois Institute of Technology - Stuart School of Business

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high frequency trading, phantom liquidity, limit order markets

13.

Black-Litterman, Exotic Beta, and Varying Efficient Portfolios: An Integrated Approach

Journal of Investment Strategies (2017), 6(3), pp. 13-30.
Posted: 20 Jan 2017 Last Revised: 17 Mar 2020
Ricky Cooper and Marat Molyboga
Illinois Institute of Technology - Stuart School of Business, IIT and Efficient Capital Management, LLC

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Black-Litterman, exotic betas, risk parity