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2nd derivatives - PowerPoint PPT Presentation

GS Quantify

GS Quantify . Team HauntQuant October 25 th , 2013. Problem 1. Algorithmic Trading. Overview. Compute the raw amount to be traded (A 0 ) for the current time instant. Modify the raw amount based on D eparture of price from local avg. S lope of the price curve

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2nd derivatives - PowerPoint PPT Presentation

GS Quantify