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Understanding the Profit and Loss Distribution of Trading Algorithms
Robert Kissell and Roberto Malamut
Trading Spring 2005, 2005 (1) 41-49
Robert Kissell
A vice president at JPMorgan in New York, NY.
Roberto Malamut
A vice president at JPMorgan in New York, NY.
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Algorithmic Trading: Precision, Control, Execution - 2005
Vol. 2005, Issue 1
Spring 2005
Understanding the Profit and Loss Distribution of Trading Algorithms
Robert Kissell, Roberto Malamut
Trading Mar 2005, 2005 (1) 41-49;
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