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Algorithmic strategies


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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

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
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

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

The Alpha Engine: Designing an automated trading algorithm

Anton Golub (Flov technologies), James Glattfelder (Department of Banking and Finance, UZH), and Richard Olsen (Lykke) introduce a new approach to algorithmic investment…

researchhub November 16, 2018
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

Alpha Engine trading algorithm: Limit orders

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,…

researchhub November 1, 2018