Download PDF USA Following significant increases in stock market enthusiasm, particularly in technology and AI sectors, over the past few weeks, concerns have emerged regarding the sustainability of this growth. Consequently, the market cooled down Read more…
Download PDF An Introduction to HFT High-frequency traders (HFTs) account for a large proportion of the trading volume in security markets today. Despite this, there is very little understanding of the overall industry. We believe Read more…
Download PDF Introduction to Stochastic Volatility Models The distributions of many assets’ price returns tend to show time-varying variance. While returns show little to no persistence in large samples, squared returns exhibit high persistence. Additionally, Read more…
0 Comments