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Monday, February 24, 2020

Archived Discussions

Recent member discussions

The Algorithmic Traders' Association prides itself on providing a forum for the publication and dissemination of its members' white papers, research, reflections, works in progress, and other contributions. Please Note that archive searches and some of our members' publications are reserved for members only, so please log in or sign up to gain the most from our members' contributions.

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 Randy New, VP at Abel/Noser Corp

 Friday, June 6, 2014

Risk and Return in High Frequency Trading * Matthew Baron, Jonathan Brogaard, and Andrei Kirilenko First Draft: October 2011 Current Draft: April 2014

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 Pablo Torre, Data Solutions Manager @FractalSoft Data Analysis

 Friday, June 6, 2014

Hi guys, I wanted to share this framework that Im developing for the process of developing new trading strategies, starting from an idea or hypothesis. It is work in progress and open to debate, cri...

  • 6 June 2014
  • Comments: 5
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 Christopher Kirk, PhD, Analyst; Modeller; Programmer

 Thursday, June 5, 2014

Abstract: This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents o...

  • 5 June 2014
  • Comments: 4
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 Abijith Nadahalli, Quant Strategist at Alphamatters.

 Wednesday, June 4, 2014

1.Buy Puts. 2.Sell Calls. 3. sell Straddles. 4. Abandon the position. 5. Accumulate more. Or if any other suggestion please let me know. Thanks

  • 3 June 2014
  • Author: Doron Whitman
  • Number of views: 714
  • Comments: 5
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 Guy R. Fleury, Independent Computer Software Professional

 Tuesday, June 3, 2014

People often talk about trend following, but fail to express on what basis their trend following is based. They want a universal definition no matter what the time span may be or the security on which...

  • 3 June 2014
  • Author: Doron Whitman
  • Number of views: 1160
  • Comments: 8
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 Richard Bibb, Independant Consultant

 Tuesday, June 3, 2014

I have been working on a Java (7) timeseries library for a while now and I'm pondering releasing it (with documentation) into the free domain (under LGPL) . The library allows for easy data loading fr...

  • 3 June 2014
  • Author: Doron Whitman
  • Number of views: 784
  • Comments: 5
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TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
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