2 papers
q-fin.TR2025
A Modern Paradigm for Algorithmic Trading
James B. Glattfelder, Thomas Houweling, Richard B. Olsen
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most…
q-fin.ST2024
The Theory of Intrinsic Time: A Primer
James B. Glattfelder, Richard B. Olsen
The concept of time mostly plays a subordinate role in finance and economics. The assumption is that time flows continuously and that time series data should be analyzed at regular…