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Algorithmic Trading and High-Frequency Trading (HFT)
2017Abstract 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.
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Trading Orders Algorithm Development
2017The 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.
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Algorithmic Trading of Portfolios
SSRN Electronic Journal, 2017We 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.
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An application of deep reinforcement learning to algorithmic trading
Expert Systems With Applications, 2021Thibaut Théate
exaly
Supervised actor-critic reinforcement learning with action feedback for algorithmic trading
Applied intelligence (Boston), 2022Qizhou Sun, Yain-Whar Si
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Optimal trading trajectories for algorithmic trading
The Journal of Investment Strategies, 2016Gabriel Tucci, M Vega
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Algorithmic Trading Efficiency and its Impact on Market-Quality
Asia-Pacific Financial Markets, 2021R. Dubey +3 more
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