Volatility trading system design with scaling Risk Management
Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, System Design and Management Program, May, 2020 === Cataloged from the official version of thesis. === Includes bibliographical references (page 41). === We propose a volatility trading system that comprises two uncor...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2021
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| Online Access: | https://hdl.handle.net/1721.1/132881 |