Advances in high frequency strategies
By: Marcos M. López de Prado
Contributors: Universidad Complutense de Madrid
Publisher: Complutense University
Published: 2011
Place of publication: Madrid
Language: eng
Number of pages: 274
ISBN-13: 5800075406517
Subjects: Electronic trading of securities; Portfolio management; Securities
Notes: "A dissertation presented by Marcos M. López de Prado, Ph.D. to the Department of Financial Economics in partial fulfillment of the requirements for the degree of Doctor of Science in the subject of Insurance and Financial Risks, Complutense University, Madrid, Spain."

Includes bibliographical reference (p. 261-270).

English with a Spanish translation of the introduction.