Ricky Alyn Cooper

Illinois Institute of Technology - Stuart School of Business, IIT

10 West 35th Street, 18th Floor

Chicago, IL 60616

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 15,943

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Top 15,943

in Total Papers Downloads

2,443

CITATIONS

0

Scholarly Papers (11)

1.

Expected Return in High Frequency Trading

Journal of Trading, Vol. 10, No. 2, pp. 34-40
Number of pages: 15 Posted: 23 Jan 2015 Last Revised: 28 May 2015
Ricky Alyn Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business
Downloads 302 (47,048)

Abstract:

High frequency trading, expected return, alpha

2.

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 Alyn 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 252 (72,828)

Abstract:

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

3.

Whole Distribution Statistical Process Control in High Frequency Trading

Journal of Trading. Vol. 7, No. 2. 2012.
Number of pages: 23 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Ricky Alyn Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business
Downloads 110 (154,664)

Abstract:

high frequency trading, statistical process control, generalized lambda distribution

4.

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.
Number of pages: 12 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Ben Van Vliet, Ricky Alyn 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.
Downloads 52 (249,624)

Abstract:

quality management system standard, automated trading

5.

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 Alyn Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 32 (293,997)

Abstract:

Absolute return, Risk Attribution, High Frequency Trading

6.

High Frequency Equity Performance Attribution

Journal of Performance Measurement, Vol 16 No 3, 2012
Number of pages: 27 Posted: 30 Jan 2015
Ricky Alyn Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 23 (314,414)

Abstract:

performance measurement, absolute return, 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 Alyn Cooper and Tingting Li
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 18 (363,550)

Abstract:

Derviatives, Attribution, Absolute return, High Frequency Trading

8.

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: 28 Jun 2017
Ricky Alyn Cooper and Marat Molyboga
Illinois Institute of Technology - Stuart School of Business, IIT and Efficient Capital Management, LLC

Abstract:

Black-Litterman, exotic betas, risk parity

9.

How Does High Frequency Trading Affect Low Frequency Trading?

Journal of Behavioral Finance, Forthcoming
Number of pages: 43 Posted: 19 Dec 2016
Ricky Alyn Cooper, Kun Li and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Beijing Normal University (BNU) - Business School and Illinois Institute of Technology - Stuart School of Business
Downloads 0 (191,766)

Abstract:

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

10.

Phantom Liquidity and High Frequency Quoting

Journal of Trading, Vol. 11, No. 3, 6-15, 2016.
Number of pages: 20 Posted: 09 May 2016 Last Revised: 07 Jul 2016
Jesse Blocher, Ricky Alyn 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
Downloads 0 (52,438)

Abstract:

high frequency trading, phantom liquidity, limit order markets

11.

Benchmarking Commodity Investments

Vanderbilt Owen Graduate School of Management Research Paper No. 2744766
Number of pages: 41 Posted: 09 Mar 2016 Last Revised: 17 Jun 2017
Jesse Blocher, Ricky Alyn Cooper and Marat Molyboga
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT and Efficient Capital Management, LLC
Downloads 0 (31,768)

Abstract:

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