Author Archive

Abe Kohen Multi Asset Algorithmic Trading Algorithmic Options Trading Trading Strategies VWAP

FLEXTRADE SYSTEMS INC.. Great Neck, NY 2002 — 2013 Director, Quantitative Trading Strategies, Equity Derivatives Analysis, design, implementation, and deployment of multi-asset algorithmic trading

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trading-with-gaussian-models-of-statistics_1 Trading With Gaussian Models Of Statistics

Carl Friedrich Gauss was a brilliant mathematician who lived in the early 1800s and gave the world quadratic equations, methods of least squares analysis

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pricing-american-basket-options-by-monte-carlo_1 Pricing American Basket Options by Monte Carlo Simulation

This example shows how to model the fat-tailed behavior of asset returns and assess the impact of alternative joint distributions on basket option prices.

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plos-one-consentaneous-agentbased-and-stochastic_1 PLOS ONE Consentaneous AgentBased and Stochastic Model of the Financial Markets

Figures Abstract We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic,

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introduction-to-time-series-modeling_2 Introduction to Time Series Modeling

A time series is a sequence of data points. Typically the data points are arranged according to the time at which they are collected,

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in-defense-of-the-gaussian-copula_1 In defense of the Gaussian copula

In defense of the Gaussian copula Add this article to your reading list by clicking this button QUANT models and their architects are so

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gaussian-estimation-of-onefactor-mean-reversion_1 Gaussian Estimation of OneFactor Mean Reversion Processes

Gaussian Estimation of One-Factor Mean Reversion Processes Basic Science Department, Eafit University, Carrera 49 No. 7 Sur 50, Medellin, Colombia Received 25 April 2013;

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excel-random-number-generator-and-statistics-set-2_2 Excel Random Number Generator and Statistics (Set 2)

Provides 12 random number generators that allow you to generate histograms from probability distributions given the parameters you have specified. You also have the

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detection-of-binary-signal-in-gaussian-noise-pdf_2 Detection of binary signal in gaussian noise pdf

Pro auto system where pdf, fundamental analysis applied. Complex numbers. the pdf, fundamental analysis for controlled isi. signal. Simulations for density click here conditions

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cara-trading-binary-options_1 Cara trading binary options

Video review signals optionbot work with. Easiest way to read the fx. Jun 2013 approaches signal option platform its benefits binary option. Bagaimana cara

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