Re:A summary of what quantitative trading firms do
by tomp on Sunday January 21, 2018 @08:40AM
(#16197989)
Actually I think that document is a far better overview, it actually outlines some statistical techniques (that are still very useful AFAIK) and doesn't focus exclusively on HFT.
Re:A summary of what quantitative trading firms do
by dogruck on Sunday January 21, 2018 @11:19AM
(#16198576)
Thank you. I’m having trouble downloading the pdf from that link. Tips?
Re:A summary of what quantitative trading firms do
by liftingdutchman on Sunday January 21, 2018 @02:26PM
(#16199501)
google : inurl:maxdama.pdf
https://www.quantopian.com/posts/max-dama-on-automated-tradi...
The pdf link seems broken, but through Google you should easily find the pdf (maxdama.pdf)