Robert Almgren, Video: Building a market simulator for high frequency trading

Robert Almgren, Video: Building a market simulator for high frequency trading

Robert Almgren, Building a market simulator for high frequency trading, Modeling High-Frequency Trading Activity, BIRS, BIRS talk, 13w5008, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

73M

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031513-Almgren.html