dschaurecker

7 ms·

1. 1.▲
   by dschaurecker 2mo ago

   b.i.g.
2. 2.▲
   by dschaurecker 1y ago

   Very cool!
3. 3.▲
   by dschaurecker 1y ago

   This is also why we make the strong argument of why this method is useful mainly for backtesting new parametrizations or forecasts. Actually trading live below the second-mark, currently does not seem to be very beneficial on the continuous
4. 4.▲
   by dschaurecker 1y ago

   Yes thank you, that would be at least slightly more refined than me just randomly writing companies which might be relevant! My email is dschaurecker(at)gmail.com, thanks again :)
5. 5.▲
   by dschaurecker 1y ago

   Thank you all for the interest in our paper, it is cool to see that people are interested in the topic!
6. 6.▲
   by dschaurecker 1y ago

   Our two follow-up papers are addressing exactly this (for Europe)! We are extending our high-frequency continuous intraday approach (CID) with a forecast-based day-ahead bidding stage, and subsequent CID forecast updates. I'd also be q
7. 7.▲
   by dschaurecker 1y ago

   Most real-world optimizations for flexible storage assets currently work across multiple markets, sometimes also with more sophisticated boundary conditions. What we show is that high-frequency trading on the continuous intraday market is r
8. 8.▲
   by dschaurecker 1y ago

   Are/where you already trading at a second to sub-second level on the continuous intraday markets? How did you backtest your strategies then, if so? Or is backtesting, e.g. for parametric extensions of the optimization, not yet quite re