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Algorithmic Trading | High Frequency Trading | algorithmictradingpit.com Reviews

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Algorithmic Trading

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courant.nyu.edu courant.nyu.edu

Robert Almgren

http://www.courant.nyu.edu/~almgren

Visiting Scholar and Adjunct professor in Financial Mathematics. Courant Institute of Mathematical Sciences. Co-founder, Quantitative Brokers. Almgren -at- cims.nyu.edu. Execution strategies in fixed-income markets". In Maureen O’Hara, Marcos López de Prado and David Easley, editors, High Frequency Trading. Risk Books 2013. What low-frequency traders should know about high-frequency execution strategies in fixed income markets. How should you form an optimal portfolio when you have an ordering. And RA, "...

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