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Alpha Engine trading algorithm: Limit orders

researchhub - November 1, 2018 - 0 comments

Here you will find an adapted version of a trading algorithm Alpha Engine for real trading with limit orders made by Vladimir Petrov (Department of Banking and Finance, UZH). The algorithm is described in the paper “The Alpha Engine: Designing an Automated Trading Algorithm” by Anton Golub (Flov technologies), James Glattfelder (Department of Banking and Finance, UZH), and Richard Olsen (Lykke).

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