Algorithmic Trading - Algorithmic Trading Strategies - Gaps In The Price Series - Volume 22

The ability to forecast future directions in the evolution of any financial or economic indices appears more than ever a key feature in modern societies.

With our booklet series on Algorithmic Trading Strategies , we propose to share our research achievements in forecasting financial markets, through the building of trading strategies, perfectly rooted into algorithmic and mathematical finance.

Along this series, we propose a large variety of methods and results on different markets at different time scales.

In Volume 22 we discuss gaps in the price series