Nan Zhou

Quest Partners LLC

126 East 56th Street 19th Floor

New York, NY 10022

United States

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Scholarly Papers (1)

1.

Evolution of High Frequency Systematic Trading: A Performance-Driven Gradient Boosting Model

Quantitative Finance
Number of pages: 18 Posted: 07 Sep 2017
Quest Partners LLC, Pennsylvania State University - Department of Mathematics, University of Cincinnati - Department of Business Analytics and Anhui Agricultural University
Downloads 253 (131,563)

Abstract:

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Gradient Boosting, High Frequency, TAQ, Systematic Trading, Predictability