Quality and consistency assurance of quote data for algorithmic trading strategies

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]

Authors

Sven Koschnicke

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Vasco Grossmann

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Christoph Starke

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Manfred Schimmler

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