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Optimal Algo Trading

We provide an infrastructure for testing and validating various trading algorithms. The algorithms we propose are derived using discrete and continuous stochastic optimal control. Tests and simulations done in this web application are performed with historical and live market data. More details ». IXIC Intraday Of 4/3/2017. GSPC Intraday Of 4/3/2017. IBM Intraday Of 4/3/2017. GOOG Intraday Of 4/3/2017. AAPL Intraday Of 4/3/2017. T Intraday Of 4/3/2017. VZ Intraday Of 4/3/2017. YHOO Intraday Of 4/3/2017.

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Moustapha Pemy

5720 Fi●●●●●●●t Drive

Whit●●●●arsh , Maryland, 21162

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410 ●●●●2950
mo●●●●●@gmail.com

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Moustapha Pemy

5720 Fi●●●●●●●t Drive

Whit●●●●arsh , Maryland, 21162

United States

410 ●●●●2950
mo●●●●●@gmail.com

View this contact

Moustapha Pemy

5720 Fi●●●●●●●t Drive

Whit●●●●arsh , Maryland, 21162

United States

410 ●●●●2950
mo●●●●●@gmail.com

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Optimal Algo Trading | optimalalgotrading.com Reviews
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We provide an infrastructure for testing and validating various trading algorithms. The algorithms we propose are derived using discrete and continuous stochastic optimal control. Tests and simulations done in this web application are performed with historical and live market data. More details ». IXIC Intraday Of 4/3/2017. GSPC Intraday Of 4/3/2017. IBM Intraday Of 4/3/2017. GOOG Intraday Of 4/3/2017. AAPL Intraday Of 4/3/2017. T Intraday Of 4/3/2017. VZ Intraday Of 4/3/2017. YHOO Intraday Of 4/3/2017.
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1 optimal algorithmic trading
2 algorithms
3 minimum shortfall
4 optimal vwap
5 services
6 arrival price
7 impact factor
8 lagrange multiplier
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10 reviews
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Optimal Algo Trading | optimalalgotrading.com Reviews

https://optimalalgotrading.com

We provide an infrastructure for testing and validating various trading algorithms. The algorithms we propose are derived using discrete and continuous stochastic optimal control. Tests and simulations done in this web application are performed with historical and live market data. More details ». IXIC Intraday Of 4/3/2017. GSPC Intraday Of 4/3/2017. IBM Intraday Of 4/3/2017. GOOG Intraday Of 4/3/2017. AAPL Intraday Of 4/3/2017. T Intraday Of 4/3/2017. VZ Intraday Of 4/3/2017. YHOO Intraday Of 4/3/2017.

INTERNAL PAGES

optimalalgotrading.com optimalalgotrading.com
1

About Us

http://www.optimalalgotrading.com//Pages/About.aspx

This web application is currently being developed by Dr. Moustapha Pemy. Who is an associate professor of Mathematics at Towson University. His research insterests include: Applied Probability, Mathematical Finance, Optimal Control and Numerical Analysis. Moreover, Dr. Pemy is adjunct faculty at John Hopkins University Engineering for Profesionals where he has taught Mathematical of Finance. Time Series Analysis and Dynamic Modeling. Mathematics of Risk, Options, and Financial Derivatives.

2

Optimal Algo Trading

http://www.optimalalgotrading.com//Default.aspx

We provide an infrastructure for testing and validating various trading algorithms. The algorithms we propose are derived using discrete and continuous stochastic optimal control. Tests and simulations done in this web application are performed with historical and live market data. More details ». IXIC Intraday Of 4/20/2017. GSPC Intraday Of 4/20/2017. IBM Intraday Of 4/20/2017. GOOG Intraday Of 4/20/2017. AAPL Intraday Of 4/20/2017. T Intraday Of 4/20/2017. VZ Intraday Of 4/20/2017. GSPC Intraday Of 4/1...

3

Optimal Algo Trading

http://www.optimalalgotrading.com//Pages/MinimumShortFall.aspx

Published in the paper entitled Algorithms for trading large positions. Which appeared in the journal Automatica. In this a trading algorithm, the share price is modeled as a discrete time geometric Brownian process. The volatility and return are calibrated using Kalman-Bucy linear filter. Given an arrival price x. And a total number of shares N. To sell or buy by the time T. You can use the web application below to run our shortfall algorithm with historical and live market data. T Intraday Of 4/20/2017.

4

Optimal Algo Trading

http://www.optimalalgotrading.com//Pages/OptimalVWAP.aspx

Published in the paper entitled Algorithms for trading large positions. Which appeared in the journal Automatica. In this a trading algorithm, the share price is modeled as a discrete time geometric Brownian process. The volatility and return are calibrated using Kalman-Bucy linear filter. Given an arrival price x. And a total number of shares N. To sell or buy by the time T. You can use the web application below to run our shortfall algorithm with historical and live market data. T Intraday Of 4/20/2017.

5

Optimal Algo Trading

http://www.optimalalgotrading.com//Pages/Services.aspx

We offer consulting services in the following areas:. Model Validation and Calibration. Optimal Algo Trading, LLC 2014.

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We provide an infrastructure for testing and validating various trading algorithms. The algorithms we propose are derived using discrete and continuous stochastic optimal control. Tests and simulations done in this web application are performed with historical and live market data. More details ». IXIC Intraday Of 4/3/2017. GSPC Intraday Of 4/3/2017. IBM Intraday Of 4/3/2017. GOOG Intraday Of 4/3/2017. AAPL Intraday Of 4/3/2017. T Intraday Of 4/3/2017. VZ Intraday Of 4/3/2017. YHOO Intraday Of 4/3/2017.

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