/
High Frequency Quoting: High Frequency Quoting:

High Frequency Quoting: - PowerPoint Presentation

pamella-moone
pamella-moone . @pamella-moone
Follow
398 views
Uploaded On 2016-04-20

High Frequency Quoting: - PPT Presentation

ShortTerm Volatility in Bids and Offers Joel Hasbrouck Stern School NYU Presentation at Paris HFT Conference April 18 2013 1 Disclaimers I teach in an entrylevel training program at a large financial firm that is generally thought to engage in high frequency trading ID: 285638

volatility time price variance time volatility variance price bid offer ms1 2011 quote high trading market 2001 ms0 scale

Share:

Link:

Embed:

Download Presentation from below link

Download Presentation The PPT/PDF document "High Frequency Quoting:" is the property of its rightful owner. Permission is granted to download and print the materials on this web site for personal, non-commercial use only, and to display it on your personal computer provided you do not modify the materials and that you retain all copyright notices contained in the materials. By downloading content from our website, you accept the terms of this agreement.


Presentation Transcript