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Tag Archives: Algorithmic Trading Conference
garch and the Algorithmic Trading Conference
The Imperial College Algorithmic Trading Conference was Saturday. Talks Massoud Mussavian Massoud gave a great talk on “Algo Evolution”. It started with a historical review of how trading used to be done “by hand”. It culminated in a phylogenetic tree of trading algorithms. There was an herbivore branch and a carnivore branch. Robert Macrae Robert … Continue reading
Posted in Quant finance, R language
Tagged Algorithmic Trading Conference, garch, volatility clustering
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