Anton Golub

Flov technologies

Gotthardstrasse 26

Zug, Zug 6300

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 4,729

SSRN RANKINGS

Top 4,729

in Total Papers Downloads

8,536

CITATIONS
Rank 17,289

SSRN RANKINGS

Top 17,289

in Total Papers Citations

28

Scholarly Papers (7)

1.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads 7,062 (805)
Citation 3

Abstract:

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asset management, trading, algorithm

2.

High Frequency Trading and Mini Flash Crashes

Number of pages: 22 Posted: 10 Jan 2013 Last Revised: 20 May 2017
Anton Golub, John Keane and Ser-Huang Poon
Flov technologies, University of Manchester - School of Computer Science and University of Manchester - Manchester Business School
Downloads 615 (41,893)
Citation 19

Abstract:

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Mini Flash Crash, Flash Crash, Liquidity, High Frequency Trading, Intermarket Sweep Order, ISO, Top of the Book Protection, Regulation National Market System

3.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Flov technologies, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 255 (118,301)
Citation 4

Abstract:

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Liquidity, Information Theory, Multi-Scale, Foreign Exchange, High Frequency Trading

4.

Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time

Number of pages: 32 Posted: 23 Sep 2018 Last Revised: 20 Mar 2019
University of Zurich, Flov technologies and Lykke Corp
Downloads 194 (154,321)
Citation 2

Abstract:

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instantaneous volatility; market microstructure; seasonality; high frequency markets; risk management; computational finance

5.

Agent-Based Model in Directional-Change Intrinsic Time

Number of pages: 30 Posted: 10 Sep 2018 Last Revised: 21 Feb 2019
University of Zurich, Flov technologies and Lykke Corp
Downloads 161 (181,924)
Citation 1

Abstract:

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Agent-Based Model, Stylized Facts, Forex, Directional-Change, Intrinsic Time, Scaling Laws

6.

Safeguard Mechanisms to Insure Orderly Trading in Events of Extraordinary Volatility

Number of pages: 35 Posted: 13 Dec 2017 Last Revised: 08 Jan 2018
Ferdinand Haug and Anton Golub
Lykke Corp and Flov technologies
Downloads 137 (207,844)

Abstract:

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safeguard mechanisms, circuit breakers, trading halts, invalid trades

7.

Ultra Short Tenor Yield Curves for High-Frequency Trading and Blockchain Settlement

Number of pages: 43 Posted: 04 Mar 2018
Anton Golub, Lidan Grossmass and Ser-Huang Poon
Flov technologies, Heinrich Heine University Dusseldorf and University of Manchester - Manchester Business School
Downloads 112 (242,104)
Citation 2

Abstract:

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Blockchain, Intraday Yield Curve, Flash Crash, Duration, Time Deformation