Sven Koschnicke, Vasco Grossmann, Christoph Starke, Manfred Schimmler. Quality and consistency assurance of quote data for algorithmic trading strategies. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 255-261, IEEE, 2014. [doi]
Abstract is missing.