Marcos M. López de Prado

Finance · 2011–2016

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Marcos M. López de Prado trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Thierry Ané
  2. David H. Bailey
  3. Andrei A. Kirilenko

Papers from Marcos M. López de Prado's perspective

Ordered by how strongly the researchers Marcos M. López de Prado trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Order Flow, Transaction Clock, and Normality of Asset Returns
  2. The Flash Crash: The Impact of High Frequency Trading on an Electronic Market
  3. PSEUDO-MATHEMATICS AND FINANCIALCHARLATANISM: THE EFFECTS OF BACKTEST OVERFITTING ONOUT-OF-SAMPLE PERFORMANCE
  4. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  6. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  7. What Do We Know About High-Frequency Trading?
  8. Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines
  9. Does Algorithmic Trading Improve Liquidity
  10. Technology and Liquidity Provision: The Blurring of Traditional Definitions

Their papers