Pragma released Pairs 2.0, a rewrite of its existing pairs algorithm, and a conditional orders algorithm to source large blocks. The company provides an algorithm suite and platform to financial firms ...
This is a preview. Log in through your library . Abstract The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array ...
The world of algorithmic trading strategies continues to evolve and incorporate new technologies as the buy-side traders need for natural liquidity and anonymity increases. Greenwich, Connecticut ...
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