Anton Golub

Lykke Corp

Co-Founder & Chief Science Officer

Baarerstrasse 2

Zug, Zug 6300

Switzerland

http://www.lykke.com

SCHOLARLY PAPERS

3

DOWNLOADS
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3,788

CITATIONS

2

Scholarly Papers (3)

1.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Lykke Corp, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 143 (122,504)

Abstract:

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

2.

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
Lykke Corp, Department of Banking and Finance, UZH and Lykke Corp
Downloads 0 (2,574)

Abstract:

asset management, trading, algorithm

3.

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
Lykke Corp, University of Manchester - School of Computer Science and University of Manchester - Manchester Business School
Downloads 0 (57,645)
Citation 2

Abstract:

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