Open AccessExperimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data
Author(s) -
Mantas Vaitonis,
Saulius Masteika
Publication year - 2018
Publication title -
baltic journal of modern computing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.127
H-Index - 3
eISSN - 2255-8950
pISSN - 2255-8942
DOI - 10.22364/bjmc.2018.6.2.10
Subject(s) - microsecond , nanosecond , commodity , high frequency trading , business , algorithmic trading , finance , physics , optics , laser
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