QUARTS : a quantitative research and trading system

This report presents a quantitative research and trading system (QUARTS) for US equities. After introduction of US stock market structure, it presents the quantitative model concept, specifically, its components and its interactions with different environments. Equipped with a software architecture...

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Bibliographic Details
Main Author: Lu, Jinxiang
Format: Others
Language:en_US
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/2152/22604