2016 · 2013–2015
Equity Index Volatility and Correlation Trading System
ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.
ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.
Related talks
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All-Russia Algorithmic Trading Conference
All-Russia Algorithmic Trading Conference 2016Moscow
Peter shares his experience with building the ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.
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