Kickoff and Lightning Talks I (Day 1)

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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:

1

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