Quant Mashup - Justinas Brazys
Need for Speed: High Frequency Economic News Trading [Justinas Brazys]
Markets are efficient if new information is incorporate instantly and essentially without any trading, i.e. price jumps to the correct level that represents all available information at the time. If you believe markets are indeed perfectly efficient, there seems to be no point in using news as a
- 7 years ago, 6 Jun 2016, 01:17am -