"The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency ..."

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner (2019)

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DOI: 10.1109/CDC40024.2019.9029292

access: closed

type: Conference or Workshop Paper

metadata version: 2020-04-27

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Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold. CDC 2019: 2580-2585

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