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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.
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.…
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…
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…
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…
Projects
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…
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…
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
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…
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.…
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,…
Events
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…
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…
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…
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,…