Using algorithmic trading to analyze short term profitability of Bitcoin [PDF]
PeerJ Computer Science, 2021 Cryptocurrencies such as Bitcoin (BTC) have seen a surge in value in the recent past and appeared as a useful investment opportunity for traders. However, their short term profitability using algorithmic trading strategies remains unanswered.
Iftikhar Ahmad +4 more
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How Complexity and Uncertainty Grew with Algorithmic Trading [PDF]
Entropy, 2020 The machine-learning paradigm promises traders to reduce uncertainty through better predictions done by ever more complex algorithms. We ask about detectable results of both uncertainty and complexity at the aggregated market level.
Martin Hilbert, David Darmon
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Survey on the application of deep learning in algorithmic trading
Data Science in Finance and Economics, 2021 Algorithmic trading is one of the most concerned directions in financial applications. Compared with traditional trading strategies, algorithmic trading applications perform forecasting and arbitrage with higher efficiency and more stable performance ...
Yongfeng Wang, Guofeng Yan
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Algorithm trading and its application in stock broking services [PDF]
E3S Web of Conferences, 2023 Purpose: Algorithmic trading provides a more systematic approach to active trading than methods based on trader intuition or instinct. The aim of the study is to examine the level of awareness among the brokers when integrated with technology for the ...
Vedapradha R. +5 more
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Intelligent Algorithmic Trading Strategy Using Reinforcement Learning and Directional Change
IEEE Access, 2021 Designing a profitable trading strategy plays a critical role in algorithmic trading, where the algorithm can manage and execute automated trading decisions.
Monira Essa Aloud, Nora Alkhamees
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Flexible Decision Support System for Algorithmic Trading: Empirical Application on Crude Oil Markets
IEEE Access, 2022 Generating reliable trading signals is a challenging task for financial market professionals. This research designs a novel decision-support system (DSS) for algorithmic trading and applies it empirically on two main crude oil markets.
Cristiana Tudor, Robert Sova
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Il framework della negoziazione algoritmica introdotto da MiFID II e l’importanza del processo di autovalutazione e convalida [PDF]
Risk Management Magazine, 2020 In the last years, technological progress and financial innovation have promoted the development of investment activities based on the use of trading algorithms, enabling cost reduction along with a more efficient management of trading activities.
Carlo Frazzei +3 more
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IEEE Access, 2021 Algorithmic trading allows investors to avoid emotional and irrational trading decisions and helps them make profits using modern computer technology. In recent years, reinforcement learning has yielded promising results for algorithmic trading.
Deog-Yeong Park, Ki-Hoon Lee
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Liquidity, price impact and trade informativeness: Evidence from the London stock exchange [PDF]
Ekonomski Anali, 2011 The rapid development of electronic trading has significantly changed stock exchange markets. Electronic systems providing trading processes have defined a new stock market environment.
Teodorović Nataša
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Algorithmic Trading and Efficiency of the Stock Market in Poland
Finanse i Prawo Finansowe, 2021 The aim of the article is to investigate the impact of algorithmic trading on the returns obtained in the context of market efficiency theory. The research hypothesis is that algorithmic trading can contribute to a better rate of return than when using ...
Rafał Jóźwicki +2 more
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