The Volatility Smile Quantified, and Other Stories
The article examines the impact of maximal trading speed at the start and end of equity markets on backtesting quantitative strategies.
Featured in No. 9 on 26 Jul 2023 · 2 days after release · 0 citations today
- Released
- 24 Jul 2023
- First featured
- No. 9 · 26 Jul 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4519663
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).