Mantas Vaitonis

According to our database1, Mantas Vaitonis authored at least 5 papers between 2015 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Experimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data.
Balt. J. Mod. Comput., 2018

2017
Pairs Trading Using HFT in OMX Baltic Market.
Balt. J. Mod. Comput., 2017

Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data.
Proceedings of the Information and Software Technologies - 23rd International Conference, 2017

2016
Research in High Frequency Trading and Pairs Selection Algorithm with Baltic Region Stocks.
Proceedings of the Information and Software Technologies - 22nd International Conference, 2016

2015
Quantitative Research in High Frequency Trading for Natural Gas Futures Market.
Proceedings of the Business Information Systems Workshops, 2015


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