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  1. how to design a option for cross market?

    AS we known, Chinese future markets' Trade volume is the second biggest in the world in 2009. The market is getting more important in assets allocation cross the world. However, there are some problems we must be clear. In order to "control the market risk by the regulars designed by the...
  2. how to wash out noise in high frequency financial time series

    hi , everyone, i am jemnbo from China, i have a question needed to solve, anybody can help me? the question is , we got the high frequency financial series, such as open , high, low , close , and volume , commonly in technical analysis , or any other systems we used, we only care about close...
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