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About Research Hub

Lykke strives to democratize the financial system and to build the future of markets: eliminate market inefficiencies, promote equal access from anywhere in the world, and support the trade of any object of value. To bring our vision to life, we invest in exploring exponential technologies that can change the financial landscape: blockchain, advanced market making algorithms, decentralized consensus.

We want to be data-driven, research-driven, use the best and the latest technologies available to fulfill our mission. Building the future of markets requires future technology, and we are here to invent it.

Researchers

Sergey Ivliev

Sergey Ivliev

Lykke, Perm State University

Maria Novikova

Maria Novikova

Lykke, Perm State University

Vladimir Petrov

Vladimir Petrov

Lykke, University of Zurich

Mentors

Stefano Battiston

University of Zurich

Jean-Philippe Bouchaud

Capital Fund Management

Michael Dempster

University of Cambridge, Cambridge Systems Associates Limited

David Easley

Cornell University

Dean Fantazzini

Moscow School of Economics, Moscow State University

J. Doyne Farmer

Oxford University

Sean Foley

The University of Sydney

Marko Grobelnik

Jožef Stefan Institute

Thorsten Hens

University of Zurich

Ramo Gencay

SIMON FRASER UNIVERSITY

Publications

Are trading invariants really invariant? Trading costs matter

Finding universal scaling laws between trading variables is highly valuable to make progress in our understanding of financial markets and market microstructure.…

researchhub March 26, 2019

Limits to arbitrage in markets with stochastic settlement latency

Distributed ledger technologies rely on consensus protocols confronting traders with random waiting times until the transfer of ownership is accomplished. This time-consuming…

researchhub January 26, 2019

Instantaneous volatility seasonality of Bitcoin in directional-change intrinsic time

In this publication Vladimir Petrov (University of Zurich), Anton Golub (Flov technologies), Richard Olsen (Lykke) uncover weekly instantaneous volatility seasonality…

researchhub December 30, 2018

Evaluating Blockchain implementation of clearing and settlement at the IATA clearing house

In this article Sergey Ivliev (Perm State University, Lykke), Yulia Mizgireva (Ariel University, Lykke), and Juan Ivan Martin (IATA) give practical evidence that…

researchhub December 10, 2018

Projects

researchhub January 14, 2019
IATA Coin

IATA Coin

International Air Transport Association (IATA) accepts money in one currency and pays out in another. Originally, IATA used the mechanism of the banks, which have…

researchhub December 24, 2018
Decentralized Digital Depository

Decentralized Digital Depository

Decentralized Digital Depository is a global safekeeping service for crypto assets in distributed post-trade infrastructure. The project has been done by D3ledger…

researchhub December 20, 2018

Coin Market Gene

Coin Market Gene aggregates real-time data from the top crypto exchanges to provide insights into the order book liquidity and execution costs of bitcoin asset pairs…

Competitions

Lykke Research Hub's call for proposals

Lykke Research Hub's call for proposals

The grant amount is split into two parts: 50% immediately and 50% upon completion of the project outlined in the research proposal. Newly created Lykke Research…

researchhub December 26, 2018

Decentralized matching engine testing on Hashgraph

One might say that the Hashgraph is the Blockchain killer. Let’s check it out. Hashgraph allows building distributed apps with near to real-time consensus.…

researchhub June 20, 2018

Tradelog data research paper

Lykke invites the research community to participate in the best research paper competition. Settlement on the blockchain creates a transparent post-trade trail,…

researchhub January 16, 2018

Events

Perm Winter School 2019

Perm Winter School 2019

Save the date in your calendar for the upcoming Perm Winter School’19 on January, 31. Perm Winter School is a community of bright students, forward-looking…

researchhub November 7, 2018

Data

Lykke Exchange public tradelog

Here you can find Lykke Exchange public tradelog that displays all transactions/operations for 24 hrs within a selected date: https://www.lykke.com/public-tra…

researchhub January 21, 2019

Code base

Official version of Rusquant package for R

The Rusquant package by Vyacheslav Arbuzov is a package for interaction with trading API of different exchanges and trading terminals. The package provides access…

researchhub December 21, 2018

Risk management tools based on scaling laws and directional-change intrinsic time

This public GitHub repository has been prepared by Vladimir Petrov, University of Zurich, as part of the European research initiative BigDataFinance 2015–2019,…

researchhub December 16, 2018