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Security analysis and valuation

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  • Algorithm Switching: Co-Adaptation in the Market Ecology
    Chris Stephens and Henri Waelbroeck
    The Journal of Trading June 2009, 4 (3) 59-73; DOI: https://doi.org/10.3905/JOT.2009.4.3.059
  • Applying Event Processing to Electronic Trading
    Don DeLoach and Jeff Wootton
    The Journal of Trading June 2009, 4 (3) 56-58; DOI: https://doi.org/10.3905/JOT.2009.4.3.056
  • Latency in Electronic Securities Trading: A Proposal for Systematic Measurement
    Miroslav Budimir and Uwe Schweickert
    The Journal of Trading June 2009, 4 (3) 47-55; DOI: https://doi.org/10.3905/JOT.2009.4.3.047
  • The Challenges of Managing a Student-Managed Fund
    Paul Bolster and Harlan Platt
    The Journal of Trading December 2017, 13 (1) 35-38; DOI: https://doi.org/10.3905/jot.2018.13.1.035
  • Student-Managed Portfolios: Wisdom of Independent Crowds?
    Daniel Dorn
    The Journal of Trading December 2017, 13 (1) 17-26; DOI: https://doi.org/10.3905/jot.2018.13.1.017
  • Editor’s Letter
    Brian R. Bruce
    The Journal of Trading December 2017, 13 (1) 1; DOI: https://doi.org/10.3905/jot.2018.13.1.001
  • Hidden Liquidity on the U.S. Stock Exchanges
    Archana Jain and Chinmay Jain
    The Journal of Trading June 2017, 12 (3) 30-36; DOI: https://doi.org/10.3905/jot.2017.12.3.030
  • Quintet Volume Projection
    Vladimir Markov, Olga Vilenskaia and Vlad Rashkovich
    The Journal of Trading March 2017, 12 (2) 28-43; DOI: https://doi.org/10.3905/jot.2017.12.2.028
  • Constant Impact Strategy
    Vladimir Markov
    The Journal of Trading June 2014, 9 (3) 26-33; DOI: https://doi.org/10.3905/jot.2014.9.3.026
  • Predicting Intraday Trading Volume
    and Volume Percentages
    Venkatesh Satish, Abhay Saxena and Max Palmer
    The Journal of Trading June 2014, 9 (3) 15-25; DOI: https://doi.org/10.3905/jot.2014.9.3.015

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