The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold.

Chung-Han Hsieh B. Ross Barmish John A. Gubner

Published in: CDC (2019)

Keyphrases

high frequency
stock trading
low frequency
visual quality
subband
high frequencies
stock market
wavelet transform
high resolution
high frequency components
financial data
wavelet coefficients
discrete wavelet transform
low pass
stock exchange
wavelet domain
phase shifting
multiscale
image data