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Model behaviour.

The author offers opinions on securities trading, particularly automated trading operated by computer programs. Hedge funds which rely on automated trading suffered significant losses in 2009, which the author attributes to the volatility generated by such trading and the inherent fallibility of mat...

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Publicado en:Economist Vol. 394; no. 8666; p. 71
Formato: Artículo
Publicado: Economist Newspaper Limited 1/23/2010
Materias:
Securities trading
Program trading (Securities)
Computer software
Hedge funds
Securities industry
Hedging (Finance)
Electronic trading of securities
Acceso en línea:Ver este registro en EBSCOhost
Sumario:The author offers opinions on securities trading, particularly automated trading operated by computer programs. Hedge funds which rely on automated trading suffered significant losses in 2009, which the author attributes to the volatility generated by such trading and the inherent fallibility of mathematical models.