About Ziwen Ye
Ziwen Ye is a Ph.D. candidate in Financial Engineering, Stevens Institute of Technology. His research topic focuses on analyzing high-frequency data in financial markets.
As the project manager of "sHiFT", the High Frequency Trading platform in Stevens Institute of Technology, he is mainly responsible for system structure design, high-frequency trading strategies design and database construction. This project is supported by CME group starting from 2015. For more information, please refer to this link.
Other research project:
Extracting information from the limit order book: New measures to evaluate equity data flow (Under review)
High Frequency 'deterministic' regime switching option pricing (Working paper)
Equity data flow dynamic analyzing during rare events (Working paper)