James Glattfelder

Department of Banking and Finance, UZH

Postdoc

Schönberggasse 1

Zürich, 8001

Switzerland

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

  • Department of Banking and Finance, UZH

SCHOLARLY PAPERS

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Scholarly Papers (3)

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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
Anton Golub, James Glattfelder and Richard B. Olsen
Flov technologies, Department of Banking and Finance, UZH and Lykke CorpOlsen & Associates
Downloads 12,552 (659)
Citation 9

Abstract:

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asset management, trading, algorithm

2.

The Architecture of Power: Patterns of Disruption and Stability in the Global Ownership Network

Number of pages: 74 Posted: 15 Jan 2019 Last Revised: 26 Jan 2019
James Glattfelder and Stefano Battiston
Department of Banking and Finance, UZH and University of Zurich - Department of Banking and Finance
Downloads 841 (50,520)
Citation 12

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ownership, control, shareholders, power, networks, complex networks, economic networks, complex systems, influence index, corporate governance

3.

Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data

Number of pages: 15 Posted: 28 Dec 2022
James Glattfelder and Anton Golub
Department of Banking and Finance, UZH and AvG
Downloads 22 (863,352)

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scaling laws, physical time, intrinsic time, event-based time, time series analysis, financial data, Brownian motion, ETH/USDT, USD/JPY