RP12: High Frequency Trading Risk Management Tools Based on Scaling Law (WP4)

Scaling-law has been observed in an extraordinary wide range of natural phenomena, from physics, biology, earth and planetary sciences, economics and finance, computer science, and demography to the social sciences. Scaling-law processes yield scaling properties for a broad range of values, sometimes for many orders of magnitude. Using the event-driven paradigm of directional changes and […]

03.11.2016 Read more