Educating the quantitative finance community
Promoting the highest standard in practical financial engineering, the CQF Institute provides a platform for educating and building the quantitative finance community around the globe.
Featured Video
Do Spikes Make it Harder to Find Profitable Patterns in Limit Order Books
In this talk, Dr Stephen Weston presents a novel approach to modelling spikes and explores how such a model sits naturally in an agent-based approach in order to gain greater insight into financial market behaviour.
Thu 15 Jul 2021
56 mins
