As an author, hedge fund manager and educator Dr. Ernest P. Chan has been an expert in the quantitative trading world for over a decade. His focus has been on the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He is the author of "Quantitative…

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Market Making and Mean Reversion

Direct link to article Chakraborty and Kearns test the profitability of a market making algorithm as a security’s price changes over time using time series models, and find that market…

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