Results 11 to 20 of about 37,135 (293)
Social signals and algorithmic trading of Bitcoin [PDF]
Royal Society Open Science, 2015 The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial.
David Garcia, Frank Schweitzer
doaj +4 more sources
ITM Web of Conferences, 2021 Algorithmic trading uses algorithms that follow a trend and defined set of instructions to perform a trade. The trade can generate revenue at an inhuman and enhanced speed and frequency.
Mathur Medha +3 more
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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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Algorithmic trading in turbulent markets☆ [PDF]
Pacific-Basin Finance Journal, 2020 Does Algorithmic Trading (AT) exacerbate price swings in turbulent markets? We find that stocks with high AT experience less price drops (surges) on days when the market declines (increases) for more than 2%. This result is consistent with the view that AT minimizes price pressures and mitigates transitory pricing errors. Further analyses show that the
Zhou H, Kalev P, Frino A.
europepmc +4 more sources
Algorithmic Trading and Information [PDF]
SSRN Electronic Journal, 2011 We examine algorithmic trades (AT) and their role in the price discovery process in the 30 DAX stocks on the Deutsche Boerse. AT liquidity demand represents 52% of volume and AT supplies liquidity on 50% of volume. AT act strategically by monitoring the market for liquidity and deviations of price from fundamental value. AT consume liquidity when it is
Terrence Hendershott, Ryan Riordan
openaire +5 more sources
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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