"Multi-scale capability: A better approach to performance measurement for ..."

Ricky Cooper, Michael Ong, Ben Van Vliet (2015)

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DOI: 10.3233/AF-150043

access: closed

type: Journal Article

metadata version: 2017-05-17

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Ricky Cooper, Michael Ong, Ben Van Vliet:
Multi-scale capability: A better approach to performance measurement for algorithmic trading. Algorithmic Finance 4(1-2): 53-68 (2015)

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