Video: Robert Almgren, "Building a market simulator for high frequency trading"

Video From 13w5008: Modeling High-Frequency Trading Activity

Tuesday, September 3, 2013 15:13 - 15:43

Building a market simulator for high frequency trading

Robert Almgren, Video: Building a market simulator for high frequency trading

Robert Almgren, Building a market simulator for high frequency trading, Modeling High-Frequency Trading Activity, BIRS, BIRS talk, 13w5008, math, mathematics, video

Banff International Research Station

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73M

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos

http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031513-Almgren.html

Building a market simulator for high frequency trading

Robert Almgren at 13w5008: Modeling High-Frequency Trading Activity on Tuesday, September 3, 2013

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