Risk Metrics and Fine Tuning of High Frequency Trading Strategies
Cartea, Á
Jaimungal, S
(01 Jan 2012)
doi:10.2139/ssrn.2010417
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Cartea, Á
Villaplana, P
(01 Jan 2012)
doi:10.2139/ssrn.2142590
Algorithmic Trading with Learning
Cartea, Á
Jaimungal, S
Kinzebulatov, D
(01 Jan 2013)
doi:10.2139/ssrn.2373196
Optimal Execution with Limit and Market Orders
Cartea, Á
Jaimungal, S
(01 Jan 2014)
doi:10.2139/ssrn.2397805
How to Value a Gas Storage Facility
Cartea, Á
Cheeseman, J
Jaimungal, S
(01 Jan 2014)
doi:10.2139/ssrn.2377781
Technical Uncertainty in Real Options with Learning
Al-Aradi, A
Cartea, Á
Jaimungal, S
(01 Jan 2014)
doi:10.2139/ssrn.2505444
Order-Flow and Liquidity Provision
Cartea, Á
Jaimungal, S
(01 Jan 2015)
doi:10.2139/ssrn.2553154
Trading Strategies within the Edges of No-Arbitrage
Cartea, Á
Jaimungal, S
Ricci, J
(01 Jan 2015)
doi:10.2139/ssrn.2664567
Algorithmic Trading of Co-Integrated Assets
Cartea, Á
Jaimungal, S
(01 Jan 2015)
doi:10.2139/ssrn.2637883
Enhancing Trading Strategies with Order Book Signals
Cartea, Á
Donnelly, R
Jaimungal, S
(01 Jan 2015)
doi:10.2139/ssrn.2668277