Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R
Play Kickoff and Lightning Talks I (Day 1)
Description
Marcelo Perlin: GetHFData: An R package for downloading and aggregating high frequency trading data from Bovespa
Jeffrey Mazar: The obmodeling Package
Yuting Tan: Return Volatility, Market Microstructure Noise, and Institutional Investors: Evidence from High Frequency Market
Stephen Rush: Adverse Selection and Broker Execution
Jerzy Pawlowski: How Can Machines Learn to Trade?
Day:
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