What is high frequency trading?
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Uploaded by QuantCongressUSA2011 on Jun 26, 2011
Example of a High Frequency portfolio, as presented by Marcos Lopez de Prado during the QUANT CONGRESS USA, July 12-14th 2011, New York.
For additional information, visit:
* http://www.quantcongressusa.com/speakers
* http://ssrn.com/abstract=1695041
* http://ssrn.com/abstract=1695596
* http://ssrn.com/abstract=1748633
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