3 citations · 7 across the 7 of their papers we have counts for
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q-fin.GN2017
Trading Strategies with Position Limits
Valerii Salov
Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the number…
q-fin.GN2017
The Wandering of Corn
Valerii Salov
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and th…