Trading strategy

Speed and dimensions of trading

In this paper, two new portfolio statistics are introduced: ENT, which measures trading speed, and ENTD, which measures trading diversity. Together with vectors representing major trading directions, these provide new insight into the intrinsic…

Defence against IP theft in financial services

The last few years have seen several high profile criminal and civil cases over the theft of intellectual property from financial institutions. Legal battles, however, are extremely complex and expensive, so firms need to ensure they have adequate…

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