Results 331 to 340 of about 6,288,155 (355)

Intraday algorithmic trading strategies for cryptocurrencies

Review of Quantitative Finance and Accounting, 2023
Gil Cohen
semanticscholar   +1 more source

Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading

Applied intelligence (Boston), 2022
Peipei Liu, Yunfeng Zhang, Fangxun Bao, Xunxiang Yao, Caiming Zhang   +4 more
semanticscholar   +1 more source

A multi-agent deep reinforcement learning framework for algorithmic trading in financial markets

Expert systems with applications, 2022
Ali Shavandi, Majid Khedmati
semanticscholar   +1 more source

Mispricing and Algorithm Trading

Information Systems Research
This study relaxes the efficient market hypothesis by introducing a model that accounts for initial mispricing and explores the effects of algorithmic trading. The research finds that algorithmic strategies can cause significant market volatility and affect financial stability, particularly when they amplify overpricing, leading to bubbles and crashes.
Lihong Zhang, Xiaoquan (Michael) Zhang
openaire   +1 more source

Algorithmic Trading in Practice

2018
The use of computer algorithms in securities trading, or algorithmic trading, has become a central factor in modern financial markets. The desire for cost and time savings within the trading industry spurred buy side as well as sell side institutions to implement algorithmic services along the entire securities trading value chain.
Peter Gomber, Kai Zimmermann
openaire   +1 more source

Algorithmic Trading Strategy Making

2011
Algorithmic trading strategy making is a very important research issue which attracts more and more people’s interests. This chapter will introduce several principal algorithms for algorithmic trading strategy making. How to design a trading strategy will also be discussed.
Xiaotie Deng, Feng Wang, Keren Dong
openaire   +1 more source

Algorithmic Trading and High-Frequency Trading (HFT)

2017
Abstract This chapter analyses the MiFID II rules on algorithmic trading (AT), including high-frequency trading (HFT). The author argues that AT raises serious issues of volatility and systemic risk, and HFT issues of systematic front-running of investors.
openaire   +1 more source

Trading Orders Algorithm Development

2017
The chapter puts into the business of financial markets area in greater detail at FOREX currency market. It describes the main methods used for in currencies trade. The main goal of this paper is to explain the principle of creating an Automated Trading System (ATS) with the MQL4 language.
openaire   +1 more source

Algorithmic Trading of Portfolios

SSRN Electronic Journal, 2017
We develop a portfolio trading strategy that aims to achieve optimal performance against arrival prices by minimizing market impact and risk. We first lay the groundwork by formulating a single-security trading strategy and then generalize the framework to the portfolio trading context.
openaire   +1 more source

Supervised actor-critic reinforcement learning with action feedback for algorithmic trading

Applied intelligence (Boston), 2022
Qizhou Sun, Yain-Whar Si
semanticscholar   +1 more source