James Glattfelder

Department of Banking and Finance, UZH

Postdoc

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

http://www.bf.uzh.ch/cms/en/glattfelder.james.html

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Scholarly Papers (1)

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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
Anton Golub, James Glattfelder and Richard B. Olsen
Lykke Corp, Department of Banking and Finance, UZH and Lykke Corp
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Abstract:

asset management, trading, algorithm