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2015 IEEE 13th International Symposium on Intelligent Systems and Informatics (SISY), 2015
Although many of the world's markets have rebounded since the crash of 2008, it is believed a major correction is overdue. Some even claim that the markets are rigged in favor of those who employ high speed fiber network connections with the exchanges to front run trades.
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Although many of the world's markets have rebounded since the crash of 2008, it is believed a major correction is overdue. Some even claim that the markets are rigged in favor of those who employ high speed fiber network connections with the exchanges to front run trades.
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TradeZilla Using Algorithmic Trading
2021 IEEE India Council International Subsections Conference (INDISCON), 2021As everything in the future is getting automated and the stock market which is a very important part of the economic engine, which keeps a big part of globalization moving, needs its own revolution in automation/AI. Pundits and experts alike of this field have likened it to algorithmic trading which is considerably speeding up the trading process by ...
Dheeraj Othalasseril, Sana Shaikh
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Algorithmic Trading and Fragmentation
The Journal of Trading, 2017Prior studies on algorithmic trading (AT) have mostly focused on a single exchange. The authors use a public dataset provided by the Securities and Exchange Commission (SEC) covering all major U.S. exchanges to study the impact of AT and its fragmentation on market liquidity.
Archana Jain +2 more
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Optimal Trading Stops and Algorithmic Trading
SSRN Electronic Journal, 2014Trading stops are often used by traders to risk manage their positions. In this note, we show how to derive optimal trading stops for generic algorithmic trading strategies when the P&L of the position is modelled by a Markov modulated diffusion. Optimal stop levels are derived by maximising the expected discounted utility of the P&L.
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Algorithmic trading and high frequency trading /
2017Thesis (PhD(Finance and related studies A))--University of South Australia, 2017. Includes bibliographical references (pages 121-135) This thesis provides one standalone survey essay and three empirical essays on algorithmic trading (AT) and its effect on market qualities.
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Intraday algorithmic trading strategies for cryptocurrencies
Review of Quantitative Finance and Accounting, 2023Gil Cohen
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Multi-type data fusion framework based on deep reinforcement learning for algorithmic trading
Applied intelligence (Boston), 2022Peipei Liu +4 more
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Mispricing and Algorithm Trading
Information Systems ResearchThis 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
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Algorithmic Trading in Practice
2018The 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
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Algorithmic Trading Strategy Making
2011Algorithmic 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
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