Trading and Market Microstructure

Authors and titles for recent submissions

[ total of 8 entries: 1-8 ]
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Thu, 26 Mar 2020

[1]  arXiv:2003.11352 [pdf, other]
Title: Cryptocurrency Trading: A Comprehensive Survey
Subjects: Trading and Market Microstructure (q-fin.TR); Computational Finance (q-fin.CP)

Wed, 25 Mar 2020

[2]  arXiv:2003.10502 [pdf, other]
Title: A closed-form solution for optimal mean-reverting trading strategies
Comments: 32 pages, 12 figures, 1 table
Subjects: Trading and Market Microstructure (q-fin.TR); Mathematical Finance (q-fin.MF)

Tue, 24 Mar 2020

[3]  arXiv:2003.10353 [pdf, other]
Title: Effects of MiFID II on stock price formation
Subjects: Trading and Market Microstructure (q-fin.TR)
[4]  arXiv:2003.10001 [pdf, other]
Title: Improved Price Oracles: Constant Function Market Makers
Subjects: Trading and Market Microstructure (q-fin.TR); Optimization and Control (math.OC)

Mon, 23 Mar 2020

[5]  arXiv:2003.09300 [pdf]
Title: Graham's Formula for Valuing Growth Stocks
Comments: 9 pages, 5 figures
Subjects: Trading and Market Microstructure (q-fin.TR); General Finance (q-fin.GN); Risk Management (q-fin.RM)
[6]  arXiv:2003.09298 [pdf]
Title: Power Assisted Trend Following
Comments: 13 pages, 16 figures
Subjects: Trading and Market Microstructure (q-fin.TR); Signal Processing (eess.SP); Computational Finance (q-fin.CP); Mathematical Finance (q-fin.MF)

Mon, 16 Mar 2020

[7]  arXiv:2003.05958 [pdf, other]
Title: Optimal market making with persistent order flow
Authors: Paul Jusselin
Comments: 5 figures
Subjects: Trading and Market Microstructure (q-fin.TR); Optimization and Control (math.OC); Probability (math.PR); Risk Management (q-fin.RM)
[8]  arXiv:2003.06019 (cross-list from q-fin.GN) [pdf, other]
Title: Disturbing the Peace: Anatomy of the Hostile Takeover of China Vanke Co
Comments: Latex version 3.9, double pages, 10 pages, 5 figures
Subjects: General Finance (q-fin.GN); Trading and Market Microstructure (q-fin.TR)
[ total of 8 entries: 1-8 ]
[ showing up to 25 entries per page: fewer | more ]

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