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Tim Leung
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Tim Leung
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Articles
Multiscale Analysis & Volatility Asymmetry of Cryptocurrency Prices
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September 1, 2022
3
min read
Leveraged ETFs — Price Dynamics and Options Valuation
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June 11, 2022
3
min read
Examining the Drawdown Risk of Sector ETFs — 2022
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April 24, 2022
3
min read
Optimal Execution for High Frequency Trading
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April 22, 2022
4
min read
Modern Trends in Financial Engineering
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May 17, 2022
3
min read
Stochastic Storage Cost Model for Grains Futures
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March 13, 2022
6
min read
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