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Race for speed among algo traders hits peak (ft.com)

‘Alt’ Data in Emerging Markets (marketsmedia.com)

How to Create an ARIMA Model for Time Series Forecasting with Python (machinelearningmastery.com)

The relationship between trading frequency and achievable alpha (automatedtrader.net)

‘Crowdsourced’ Quantopian dives into algorithms (ft.com)



Trending academic research:


See also: Most popular SSRN papers


Forecasting Stock Returns with Large Dimensional Factor Models

Dynamical Analysis of Stock Market Instability by Cross-correlation Matrix abstract

The Classification of Stocks with Basic Financial Indicators: An Application of Cluster Analysis on the BIST 100 Index

Optimal client recommendation for market makers in illiquid financial products abstract

High-Frequency Jump Analysis of the Bitcoin Market abstract

An Analysis on the Structural Breaks in Dynamic Conditional Correlations Among Equity Markets Based on the ICSS Algorithm: The Case from 2015-2016 Chinese Stock Market Turmoil

Stability of zero-growth economics analysed with a Minskyan model abstract

Generating Options-Implied Probability Densities to Understand Oil Market Events

The Information Content of Option Implied Moments and Co-Moments: Extended Abstract

Transaction Costs and Liquidity Co-Movements within and Across Exchanges: Evidence from Vietnam

Stock Price Management and Share Issuance: Evidence from Equity Warrants

News, Noise, and Tests of Present Value Models

Estimation of the Discontinuous Leverage Effect: Evidence from the NASDAQ Order Book

Cognitive Biases that Interfere with Critical Thinking and Scientific Reasoning: A Course Module

Pairs Trading under Drift Uncertainty and Risk Penalization abstract

What Kind of Earnings Shape More Market Expectations?

Information Aggregation in Dynamic Markets with Adverse Selection

The Systematic Risk of Short-Sale Restrictions

Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles abstract

Should the U.S. Government Issue Floating Rate Notes?

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