Results 11 to 20 of about 6,744,718 (372)
Does Algorithmic Trading Improve Liquidity? [PDF]
The Journal of Finance, 2011 ABSTRACTAlgorithmic trading (AT) has increased sharply over the past decade. Does it improve market quality, and should it be encouraged? We provide the first analysis of this question. The New York Stock Exchange automated quote dissemination in 2003, and we use this change in market structure that increases AT as an exogenous instrument to measure ...
Hendershott, Terrence +2 more
exaly +7 more sources
A Hybrid Deep Reinforcement Learning Approach for Algorithmic Trading in Commodity Futures Markets [PDF]
Applied Computational Intelligence and Soft ComputingThe financial markets have been affected extensively in recent years, due to algorithmic trading, predominantly concerning commodity futures. This research provides a novel hybrid approach combining classical machine learning algorithms (random forest ...
Baljinder Kaur +2 more
doaj +2 more sources
The Complexity of Cryptocurrencies Algorithmic Trading
Mathematics, 2022 In this research, we provided an answer to a very important trading question, what is the optimal number of technical tools in order to achieve the best trading results for both swing trade that uses daily bars and intraday trade that uses minutes bars ...
Gil Cohen, Mahmoud Qadan
doaj +2 more sources
IEEE AccessThis study investigates the integration of machine learning techniques with multi-indicator strategies in algorithmic trading to overcome the limitations of traditional trading methods.
Narongsak Sukma, Chakkrit Snae Namahoot
doaj +2 more sources
SSRN Electronic Journal, 2012 This study examines the impact of corporate earnings announcements on trading activity and speed of price adjustment, analyzing algorithmic and non–algorithmic trades during the immediate period pre– and post– corporate earnings announcements. We confirm that algorithms react faster and more correctly to announcements than non–algorithmic traders ...
Alex Frino +4 more
openaire +2 more sources
International Journal of Scientific Research and Modern TechnologyThe rapid integration of Artificial Intelligence (AI) into algorithmic trading systems has transformed financial markets, enabling faster, data-driven decision-making and the automation of complex trading strategies.
Uchenna Obiageli Ogbuonyalu +5 more
openalex +3 more sources
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
openalex +2 more sources
Algorithmic Trading and Information [PDF]
SSRN Electronic Journal, 2009 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.
Hendershott, Terrence - University of California at Berkeley +1 more
core +4 more sources
Algorithmic crypto trading using information-driven bars, triple barrier labeling and deep learning
Financial InnovationThis paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets, focusing on Bitcoin (BTC) and Ethereum (ETH).
Przemysław Grądzki +2 more
doaj +2 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
doaj +1 more source