Results 11 to 20 of about 4,039 (303)
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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ALGORITHMIC TRADING WITH LEARNING [PDF]
International Journal of Theoretical and Applied Finance, 2013 We propose a model where an algorithmic trader takes a view on the distribution of prices at a future date and then decides how to trade in the direction of their predictions using the optimal mix of market and limit orders. As time goes by, the trader learns from changes in prices and updates their predictions to tweak their strategy.
Cartea, A, Jaimungal, S, Kinzebulatov, D
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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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Machine learning for algorithmic trading [PDF]
E3S Web of Conferences, 2020 The purpose of the study is to confirm the feasibility of using machine learning methods to predict the behavior of the foreign exchange market. The article examines the theoretical and practical aspects of the implementation of artificial neural ...
Kondratieva T +2 more
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Detection of algorithmic trading [PDF]
Physica A: Statistical Mechanics and its Applications, 2017 We develop a new approach to reflect the behavior of algorithmic traders. Specifically, we provide an analytical and tractable way to infer patterns of quote volatility and price momentum consistent with different types of strategies employed by algorithmic traders, and we propose two ratios to quantify these patterns.
Bogoev, D., Karam, A.
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Algorithmic aspects of bandwidth trading [PDF]
ACM Transactions on Algorithms, 2003 We study algorithmic problems that are motivated by bandwidth trading in next-generation networks. Typically, bandwidth trading involves sellers (e.g., network operators) interested in selling bandwidth pipes that offer to buyers a guaranteed level of service for a specified time interval.
Randeep Bhatia +3 more
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Problems and prospects of algorithmic trade in financial markets
Путеводитель предпринимателя, 2020 The use of algorithms in trading (algorithmic trading) is the trend of recent decades, which has largely changed the market. As part of the research, the fundamentals of algorithmic trading, it’s possible application during exchange trading, were ...
B. V. Batiuk
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Algorithmic Trading with Model Uncertainty [PDF]
SIAM Journal on Financial Mathematics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Álvaro Cartea +2 more
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