Results 21 to 30 of about 6,288,155 (355)
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
doaj +1 more source
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
openaire +2 more sources
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals [PDF]
Social Science Research Network, 2022 We study a differential Riccati equation (DRE) with indefinite matrix coefficients, which arises in a wide class of practical problems. We show that the DRE solves an associated control problem, which is key to provide existence and uniqueness of a ...
Fayçal Drissi
semanticscholar +1 more source
Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning [PDF]
Social Science Research Network, 2022 Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement.
Naseh Majidi +2 more
semanticscholar +1 more source
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
openaire +2 more sources
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
doaj +1 more source
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
doaj +1 more source
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
doaj +1 more source
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.
openaire +2 more sources
AI-Infused Algorithmic Trading: Genetic Algorithms and Machine Learning in High-Frequency Trading
International Journal For Multidisciplinary Research, 2023 In this research we explore the transformative impact of Artificial Intelligence (AI) and Genetic Algorithms (GAs) in the context of algorithmic trading, with a specific focus on High-Frequency Trading (HFT). Algorithmic trading has gained prominence for
Rahul Ramesh Patil
semanticscholar +1 more source