'High frequency data' presentation slideshows

Market microstructure

2.44k views • 137 slides

Solutions from OneTick and R

Solutions from OneTick and R. Portfolio & Risk Analytics Business Cases. Maria Belianina, Ph.D. Director, Pre-Sales Engineering Support. Contents. Data Management & Requirements for Portfolio & Risk Analytics R and OneTick : Addressing the challenges What is OneTick

409 views • 39 slides

By: Andrey Fradkin Date: 7/16/07

A Study of the Informational Content of Implied Volatility and the Effect of Jumps on Forecasting Volatility. By: Andrey Fradkin Date: 7/16/07. Introduction.

526 views • 38 slides

COAST WORKSHOP (Jan. 24-25 th ): FOUR REASONS FOR HIGH FREQUENCY DATA

COAST WORKSHOP (Jan. 24-25 th ): FOUR REASONS FOR HIGH FREQUENCY DATA (biased on our experiences). Oscar Schofield, Josh Kohut & Scott Glenn Coastal Ocean Observation Lab. Thanks to Bob Arnone, Bob, Chant, Gary Kirkpatrick, Steve Lohrenz, Kevin Mahoney. GSFC, NASA.

245 views • 24 slides

Econometric Analysis

Econometric Analysis. Some people that we shall meet on this unit. Jeffrey M Wooldridge. Professor of Economics at Michigan State University and author of our course text. Sir David F Hendry. Professor of Economics at Nuffield College, University of Oxford

302 views • 21 slides

The Informational Content of Implied Volatility in Individual Stocks and the Market

The Informational Content of Implied Volatility in Individual Stocks and the Market. By: Andrey Fradkin Date: 1/22/08. Introduction.

315 views • 21 slides

The Informational Content of Implied Volatility in Individual Stocks and the Market

The Informational Content of Implied Volatility in Individual Stocks and the Market. By: Andrey Fradkin Date: 1/22/08. Introduction.

305 views • 21 slides

The Informational Content of Implied Volatility in Individual Stocks and the Market

The Informational Content of Implied Volatility in Individual Stocks and the Market. By: Andrey Fradkin Date: 1/22/08. Introduction.

217 views • 21 slides

WORLD BANK POVERTY MONITORING IN EUROPE AND CENTRAL ASIA High Frequency Data

343 views • 19 slides

Spatial Filters

Spatial Filters. Mirza Muhammad Waqar Contact: mirza.waqar@ist.edu.pk +92-21-34650765-79 EXT:2257. RG610. Course: Introduction to RS & DIP. Outlines . Spatial Filter Types of Filters. Spatial Filter.

193 views • 10 slides

255 views • 9 slides