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…
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…
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…
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,…
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…
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…
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,…