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ADVANCES IN
HIGH FREQUENCY STRATEGIES
Electronic copy available at: /abstract=2106117
Electronic copy available at: /abstract=2106117
ADVANCES IN
HIGH FREQUENCY STRATEGIES
A dissertation presented by
Marcos M. López de Prado, Ph.D.
to
The Department of Financial Economics
in partial fulfillment of the requirements
for the degree of
Doctor of Science
in the subject of
Insurance and Financial Risks
Complutense University
Madrid, Spain
December, 2011
Electronic copy available at: /abstract=2106117
Advances in High Frequency Strategies
Complutense University
Madrid, 2011
© 2011 Marcos M. López de Prado
All Rights Reserved
Library of Congress Control Number: 2011904210
United States Copyright Office: 1-571135451
ISBN: 5-800081-485841
For related research, please visit /author=434076
Additional copies can be purchased at /hfpin
Legal notice:
It is illegal to reproduce this book, or parts of it, without the expressed written
permission of the author. This can be requested via e-mail at
lopezdeprado@
The views expressed in this publication are the author’s and do not
necessarily reflect those of Tudor Investment Corporation. No investment
decision or particular course of action is recommended by this book.
Aviso legal:
Prohibida la reproducción sin el permiso expreso y
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