Quantly – Interesting Reading
Since subscribing to Quantly I’ve read a number of articles that are interesting in the low latency space:
- Statistical Arbitrage & High-Freq Data with an Application to Eurostoxx 50
- Low Latency Trading
- Realized skewness can predict stock returns
- Forecasting Volatility in the S&P500 Index
- Confidence and Fear – Why Quantitative Models Win
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