From Microstrcuture To Algotrading

21/05/2015 - 12:00
Speaker: 
מיקום: 
Abstract: 

Micro-structure studies the dynamics of trading using synthesized toy models. We will present few basic problems and corresponding models. We analyze them and explore the trading features they reveal. Finally, we will examine their fits and predictions to real life trading.

Shlomo Ahal together with Michael Levin founded Istra research. Before that they founded Kashya and sold it to EMC.