BONUS to EP 11: Algorithmic Adventures - A Quantitative look: Futures Discovery

Описание к видео BONUS to EP 11: Algorithmic Adventures - A Quantitative look: Futures Discovery

On Episode 11 of Futures Discovery, Corties Draper introduces the quantitative section of order book matching algorithms. Here, Draper takes an in-depth look at how these strategies are implemented in the market in real time. He begins by looking at FIFO and pro rata, some of the strategies examined in this episode of order-book matching algorithms. JLN's Futures Discovery is sponsored by MIAX.

00:00:00 - Introduction
00:00:17 - FIFO Strategy
00:02:22 - ProRata Strategy
00:04:09 - TWAP Strategy
00:05:13 - VWAP Strategy
00:07:19 - Conclusion

Комментарии

Информация по комментариям в разработке

Похожие видео