Elaine Wah
Elaine Wah
Head of Quantitative Research at IEX
Verified email at iextrading.com - Homepage
Title
Cited by
Cited by
Year
Latency arbitrage, market fragmentation, and efficiency: a two-market model
E Wah, MP Wellman
Proceedings of the fourteenth ACM conference on Electronic commerce, 855-872, 2013
842013
Welfare effects of market making in continuous double auctions
E Wah, M Wright, MP Wellman
Journal of Artificial Intelligence Research 59, 613-650, 2017
382017
Strategic market choice: Frequent call markets vs. continuous double auctions for fast and slow traders
E Wah, D Hurd, M Wellman
EAI Endorsed Transactions on Serious Games 3 (10), 2016
272016
Portfolio optimization through data conditioning and aggregation
E Wah, Y Mei, BW Wah
2011 IEEE 23rd International Conference on Tools with Artificial …, 2011
142011
Latency arbitrage in fragmented markets: A strategic agent-based analysis
E Wah, MP Wellman
Algorithmic Finance 5 (3-4), 69-93, 2016
92016
An Empirical Game-Theoretic Analysis of Price Discovery in Prediction Markets.
E Wah, S Lahaie, DM Pennock
IJCAI, 510-516, 2016
72016
How prevalent and profitable are latency arbitrage opportunities on US stock exchanges?
E Wah
Available at SSRN 2729109, 2016
72016
Strategic agent-based modeling of financial markets
MP Wellman, E Wah
RSF: The Russell Sage Foundation Journal of the Social Sciences 3 (1), 104-119, 2017
62017
A Comparison of Execution Quality across US Stock Exchanges
E Wah, S Feldman, F Chung, A Bishop, D Aisen
52017
Welfare effects of market making in continuous double auctions (preliminary report)
E Wah, MP Wellman
Workshop on Agent-Mediated Electronic Commerce and Trading Agent Design and …, 2014
32014
Computational Models of Algorithmic Trading in Financial Markets.
E Wah
22016
Gone in Sixty Seconds: The Cost of Trading in Long Queues
E Wah, S Feldman
Available at SSRN 3253196, 2018
2018
Data Visualization and Analysis of CIC Graduate Student TeraGrid Resource Usage
E Johnson, E Wah
2008 IEEE Fourth International Conference on eScience, 354-355, 2008
2008
Visualization and Analysis of GPU Summer School Applicants and Participants
E Wah, E Johnson, L Auvil, U Thakkar, WM Hwu, D Kirk, TH Dunning, ...
2008 IEEE Fourth International Conference on eScience, 362-363, 2008
2008
Visualization and Analysis of GPU Summer School Applicants and Participants
TH Dunning, WM Hwu, E Wah, L Auvil, U Thakkar, E Johnson, D Kirk, ...
2008
Data Visualization and Analysis of CIC Graduate Student TeraGrid Resource Usage
E Wah, E Johnson
2008
Market Fragmentation and the Latency Arms Race
C Rockwell, E Brinkman, E Wah, MP Wellman
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Articles 1–17