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Guo et al., 2023 - Google Patents

The latency accuracy trade-off and optimization in implied volatility-based trading systems

Guo et al., 2023

Document ID
7984662822204784352
Author
Guo G
Qi Y
Lai S
Liu Z
Yen J
Publication year
Publication venue
Expert Systems with Applications

External Links

Snippet

In contemporary financial quantitative analysis systems, accuracy usually means lower risks and higher profits, and latency usually implies more uncertainty. A more accurate implied volatility calculation does not promise better performance in the real market. It is necessary …
Continue reading at www.sciencedirect.com (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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