Revealing High-Frequency Trading Provisions of Liquidity with Visualization in R
Play Kickoff and Lightning Talks I (Day 1)
Descrizione
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?
Giorno:
1Download
Scarica questo episodio
- MP3 (34,0 MB)
- MP4 - Qualità bassa (60,8 MB)
- MP4 - Qualità elevata (611,4 MB)
- MP4 - Qualità media (360,3 MB)
rss
Discussione
Home page evento
R/Finance 2017Altri episodi di questa serie
Equity Factor Portfolio Case Study
Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails…
