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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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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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Computer, 2011 In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the trading process: pretrade analysis (data analysis), trading signal generation (buy and sell recommendations), and trade execution.
Giuseppe Nuti +3 more
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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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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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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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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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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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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
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Additional Limit Conditions for Breakout Trading Strategies [PDF]
Informatică economică, 2019 One of the most popular trading methods used in financial markets is the Turtle strategy. Long time passed since the middle of 1983 when Richard Dennis and Bill Eckhardt disputed about whether great traders were born or made.
Cristian PAUNA
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