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Author Raghavendra, S. (Srinivas), 1970-

Title A framework for testing algorithmic trading strategies / Srinivas Raghavendra, Daniel Paraschiv and Laurentiu Vasiliu.

Imprint Galway : Department of Economics, National University of Ireland, 2008.
LOCATION CALL # STATUS
 Boole Q+2 Floor  f 332 RAGH    CHECK SHELF
Series Working paper ; no. 0139
Working paper series (National University of Ireland, Galway. Dept. of Economics) ; no.0139.
Working paper series (National University of Ireland, Galway. Dept. of Economics)
Bibliog. Includes bibliographical references.
Subject Program trading (Securities)
Stock exchanges -- Data processing.
Stocks -- Prices -- Mathematical models.
Alt Author Paraschiv, Daniel.
Vasiliu, Laurentiu.
National University of Ireland, Galway. Dept. of Economics.
Description 25 p. : tables ; 30 cm.
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