The Gateway to Algorithmic and Automated Trading

Automated Trader Magazine Issue 39 Q2 2016

Featured in this issue

Trade Sizing under Uncertainty

Fractional betting for non-constant probabilities and payoffs

Timestamp Precision under MiFID 2

Compatibility matrix for timestamp data in different databases and runtimes

Gamma hedging & the underlying

Analyzing the potential impact of dynamic hedging by market makers

Overfitting Demonstrated

Tools and metrics to quantify the propensity to overfit

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