E-mail | CV | LinkedIn | Twitter | Triangle Intelligence | Blog:Versustakes | Meetup:@Anonymous | Aekraes Kodex | Project:ArrayResolution

___ Miscellaneous ___
Menevä matkamuisto (in Finnish) (PDF, V8 Magazine 2005)

___ Journey photography ___
Ball Pass Trek (Dropbox) Icefields Parkway (Dropbox) Utsjoki-Kevo (Dropbox)
Israel (Dropbox) Northern California (Dropbox) Iceland (Dropbox)

___ Journey related writings (in Finnish) ___
Seikkaile Manhattanin ulkopuolelle (PDF, Suomi-USA 4/2009) Sierra Nevada antaa ja ottaa (PDF, Suomi-USA 4/2011)
Lännen kansallispuistojen taikaa (PDF , Suomi-USA 4/2012) Kaksi koleankaunista yötä (PDF , Suomi-USA 4/2014)
Palo Nevadaan (PDF , Suomi-USA 4/2016) [NEW]

Methadone BBS 1997 in Memoriam

___ Science related popular writings ___
Pörssikurssien salamaromahduset ja ultranopea kaupankäynti (PDF, 2017) [NEW]
Big data brother: power of trading in the hands of a few (PDF, 2015)
The anatomy of a high-frequency trader: human and machine proportions (PDF, 2014)
A short introduction to automated and high-frequency trading (PDF, 2012)
Ultranopean automatisoidun kaupankäynnin hyvät, pahat ja rumat (PDF, KAK 4/2012)
Breaking the socialist chains: on publishing scientific articles and a proposal for a new system (PDF, 2011)

___ Scientific books and articles (in English) ___
Two years after "The good, the bad, and the ugly of automated high-frequency trading" (PDF, Journal of Trading, forthcoming Spring 2015)
Lit and dark liquidity with lost time data: interlinked trading venues around the global financial crisis (Palgrave Macmillan, 2014)
An agent-based model of the flash crash of May 6, 2010, with policy implications (with L. Wang, SSRN, 2013)
Predicting intraday price distributions at high frequencies (with M. Antola, SSRN, 2013)
The good, the bad, and the ugly of automated high-frequency trading (PDF, Journal of Trading, Winter 2013)
Liquidity, activity, and dependence on interlinked trading venues (SSRN, 2012)
Decimalization, realized volatility, and market microstructure noise (SSRN, 2010)
A q-Weibull autoregressive conditional duration model with an application to NYSE and HSE data (SSRN, 2009)
Elements of volatility at high frequency (Doctoral dissertation, University of Helsinki, Doria, 2008)
A wavelet analysis of scaling laws and long-memory in stock market volatility (SSRN, 2005)