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1

Enhancing trading strategies with order book signals

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Journal:

Applied Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 3.37 MB

english, 2018

2

RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY  TRADING STRATEGIES

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 1.14 MB

english, 2015

3

Modelling Asset Prices for Algorithmic and High-Frequency Trading

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Applied Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 488 KB

english, 2013

4

Buy Low, Sell High: A High Frequency Trading Perspective

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

SIAM Journal on Financial Mathematics

Year:

2014

Language:

english

File:

PDF, 436 KB

english, 2014

5

Algorithmic Trading with Model Uncertainty

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2017

Language:

english

File:

PDF, 508 KB

english, 2017

6

Incorporating order-flow into optimal execution

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Mathematics and Financial Economics

Year:

2016

Language:

english

File:

PDF, 950 KB

english, 2016

7

ALGORITHMIC TRADING WITH LEARNING

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN, KINZEBULATOV, DAMIR

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 1.16 MB

english, 2016

8

Optimal execution with limit and market orders

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 682 KB

english, 2015

9

A Closed-Form Execution Strategy to Target Volume Weighted Average Price

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 1.85 MB

english, 2016

10

TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN, RICCI, JASON

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 1.70 MB

english, 2018

11

Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

Year:

2018

Language:

english

File:

PDF, 592 KB

english, 2018

12

Ultra-fast activity and intraday market quality

Cartea, Álvaro, Payne, Richard, Penalva, José, Tapia, Mikel

Journal:

Journal of Banking & Finance

Year:

2019

Language:

english

File:

PDF, 2.83 MB

english, 2019

13

Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders

Cartea, Álvaro, Gan, Luhui, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2019

Language:

english

File:

PDF, 950 KB

english, 2019

14

A Closed-Form Execution Strategy to Target VWAP

Cartea, lvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.87 MB

english, 2014

15

ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 368 KB

english, 2016

16

Modeling Asset Prices for Algorithmic and High Frequency Trading

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 517 KB

english, 2010

17

Risk Measures and Fine Tuning of High Frequency Trading Strategies

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 854 KB

english, 2012

18

Spot price modeling and the valuation of electricity forward contracts: The role of demand and capacity

Álvaro Cartea, Pablo Villaplana

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 400 KB

english, 2008

19

Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium

Fred Espen Benth, Álvaro Cartea, Rüdiger Kiesel

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 285 KB

english, 2008

20

Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality

Cartea, Álvaro, Figueroa, Marcelo G.

Journal:

Applied Mathematical Finance

Year:

2005

Language:

english

File:

PDF, 672 KB

english, 2005

21

Model Uncertainty in Commodity Markets

Cartea, Álvaro, Jaimungal, Sebastian, Qin, Zhen

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 973 KB

english, 2016

22

Climate crisis and the demand for more empiric research in social sciences: emerging topics and challenges in environmental psychology / Crisis climática y demanda de más investigación empírica en Ciencias Sociales: tópicos emergentes y retos en Psicología Ambiental

Meira-Cartea, Pablo- A., González-Gaudiano, Edgar, Gutiérrez-Pérez, José

Journal:

Psyecology Revista Bilingüe de Psicología Ambiental / Bilingual Journal of Environmental Psychology

Year:

2018

File:

PDF, 545 KB

2018

23

Foreign exchange markets with Last Look

Cartea, Álvaro, Jaimungal, Sebastian, Walton, Jamie

Journal:

Mathematics and Financial Economics

Year:

2018

Language:

english

File:

PDF, 940 KB

english, 2018

24

Algorithmic Trading with Learning

Cartea, lvaro, Jaimungal, Sebastian, Kinzebulatov, Damir

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.12 MB

english, 2013

25

Glucosinolates inBrassicafoods: bioavailability in food and significance for human health

María Elena Cartea, Pablo Velasco

Journal:

Phytochemistry Reviews

Year:

2008

Language:

english

File:

PDF, 330 KB

english, 2008

26

Volatility and covariation of financial assets: A high-frequency analysis

Álvaro Cartea, Dimitrios Karyampas

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 628 KB

english, 2011

27

Derivatives pricing with marked point processes using tick-by-tick data

Cartea, Álvaro

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 339 KB

english, 2013

28

Option pricing with Lévy-Stable processes generated by Lévy-Stable integrated variance

Cartea, Álvaro, Howison, Sam

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 647 KB

english, 2009

29

Sustentabilidad y Universidad: retos, ritos y posibles rutas*

Gaudiano, Edgar J. González, Meira-Cartea, Pablo Á., Martínez-Fernández, y Cynthia N.

Journal:

Revista de la Educación Superior

Year:

2015

File:

PDF, 267 KB

2015

30

[WORLD SCIENTIFIC TMU Finance Workshop 2014 - Tokyo Metropolitan University (TMU) Akihabara Satellite Campus (6 – 7 November 2014)] Recent Advances in Financial Engineering 2014 - Volume Imbalance and Market Making *

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Language:

english

File:

PDF, 1.62 MB

english

31

IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 628 KB

english, 2017

32

Enhancing Trading Strategies with Order Book Signals

Cartea, lvaro, Donnelly, Ryan Francis, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 731 KB

english, 2015

33

Buy Low Sell High: A High Frequency Trading Perspective

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 785 KB

english, 2011

34

Water and Climate Change, Two Key Objectives in the Agenda 2030: Assessment of Climate Literacy Levels and Social Representations in Academics from Three Climate Contexts

Escoz-Roldán, Amor, Gutiérrez-Pérez, José, Meira-Cartea, Pablo Ángel

Journal:

Year:

2019

Language:

english

File:

PDF, 1.85 MB

english, 2019

35

Quantification and in vitro bioaccessibility of glucosinolates and trace elements in Brassicaceae leafy vegetables

CÃ¡mara-Martos, F., ObregÃ³n-Cano, S., Mesa-Plata, O., Cartea-GonzÃ¡lez, M.E., de Haro-BailÃ³n, A.

Journal:

Year:

2021

File:

PDF, 568 KB

2021

36

Genetic diversity in a germplasm collection ofBrassica rapasubsprapaL. from northwestern Spain

Guillermo Padilla, María Elena Cartea, Víctor Manuel Rodríguez, Amando Ordás

Journal:

Year:

2005

Language:

english

File:

PDF, 814 KB

english, 2005

37

Relationships AmongBrassica napus(L.) Germplasm from Spain and Great Britain as Determined by RAPD Markers

María Elena Cartea, Pilar Soengas, Ana Picoaga, Amando Ordás

Journal:

Genetic Resources and Crop Evolution

Year:

2005

Language:

english

File:

PDF, 255 KB

english, 2005

38

How much should we pay for interconnecting electricity markets? A real options approach

Álvaro Cartea, Carlos González-Pedraz

Journal:

Energy Economics

Year:

2012

Language:

english

File:

PDF, 783 KB

english, 2012

39

Cooking methods of Brassica rapa affect the preservation of glucosinolates, phenolics and vitamin C

Marta Francisco, Pablo Velasco, Diego A. Moreno, Cristina García-Viguera, María Elena Cartea

Journal:

Food Research International

Year:

2010

Language:

english

File:

PDF, 620 KB

english, 2010

40

Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis

Cartea, Álvaro, Karyampas, Dimitrios

Journal:

Applied Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 235 KB

english, 2012

41

In Vitro Activity of Glucosinolates and Their Degradation Products against Brassica-Pathogenic Bacteria and Fungi

Sotelo, T., Lema, M., Soengas, P., Cartea, M. E., Velasco, P.

Journal:

Applied and Environmental Microbiology

Year:

2015

Language:

english

File:

PDF, 654 KB

english, 2015

42

Where is the Value in High Frequency Trading?

Cartea, Álvaro, Penalva, José

Journal:

The Quarterly Journal of Finance

Year:

2012

Language:

english

File:

PDF, 488 KB

english, 2012

43

Modelling Electricity Prices with Forward Looking Capacity Constraints

Cartea, Álvaro, Figueroa, Marcelo G., Geman, Hélyette

Journal:

Applied Mathematical Finance

Year:

2009

Language:

english

File:

PDF, 1.03 MB

english, 2009

44

In Praise of Environmental Education

CARTEA, PABLO ÁNGEL MEIRA

Journal:

Policy Futures in Education

Year:

2005

Language:

english

File:

PDF, 126 KB

english, 2005

45

Resilient Communities to Climate change. Environmental Education and Movement in Transition Connection

Santiago, Miguel Pardellas, Cunha, Lucía Iglesias da, Cartea, Pablo Á. Meira

Journal:

Procedia - Social and Behavioral Sciences

Year:

2017

Language:

english

File:

PDF, 146 KB

english, 2017

46

Unraveling the metabolic response of Brassica oleracea exposed to Xanthomonas campestris pv. campestris

Tortosa, María, Cartea, María E, Rodríguez, Víctor M, Velasco, Pablo

Journal:

Journal of the Science of Food and Agriculture

Year:

2018

Language:

english

File:

PDF, 1.49 MB

english, 2018

47

Effects of Brassicaceae Isothiocyanates on Prostate Cancer

Novío, Silvia, Cartea, María, Soengas, Pilar, Freire-Garabal, Manuel, Núñez-Iglesias, María

Journal:

Year:

2016

Language:

english

File:

PDF, 1.14 MB

english, 2016

48

Trading co-integrated assets with price impact

Cartea, Álvaro, Gan, Luhui, Jaimungal, Sebastian

Journal:

Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 647 KB

english, 2018

49

Trading Strategies within the Edges of No-Arbitrage

Cartea, lvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.47 MB

english, 2015

50

Optimal Execution with Limit and Market Orders

Cartea, lvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 665 KB

english, 2014