Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2019 Objective: Paired trading is among the most well-known and oldest algorithmic trading systems. The efficiency and profitability of this system have been demonstrated in many studies conducted so far in financial markets.
Saeid Fallahpour, Hasan Hakimian
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The Complexity of Cryptocurrencies Algorithmic Trading
Mathematics, 2022 In this research, we provided an answer to a very important trading question, what is the optimal number of technical tools in order to achieve the best trading results for both swing trade that uses daily bars and intraday trade that uses minutes bars ...
Gil Cohen, Mahmoud Qadan
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Analysis of binary trading patterns in Xetra [PDF]
, 2010 This paper proposes the Shannon entropy as an appropriate one-dimensional measure of behavioural trading patterns in financial markets. The concept is applied to the illustrative example of algorithmic vs.
Maurer, Kai-Oliver, Schäfer, Carsten
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Algorithmic Finance and (Limits to) Governmentality: On Foucault and High-Frequency Trading
Genealogy+Critique, 2017 In this essay I discuss algorithmic finance, specifically the use of fully automated trading, including high-frequency trading, in the light of Michel Foucault's notion of governmentality.
Christian Borch
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The Quality Trading Coefficient. General Formula to Qualify a Trade and a Trading Methodology [PDF]
Informatică economică, 2018 Trading the financial markets is a wide activity nowadays. There are several indicators to measure this activity. The drawdown, the profit factor and the trading efficiency are some of them.
Cristian PAUNA
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A Hybrid Artificial Intelligence Approach to Portfolio Management [PDF]
Iranian Journal of Finance, 2022 The tremendous advances in artificial intelligence over the past decade have led to their increasing use in financial markets. In recent years a large number of investment companies and hedge funds have been implementing algorithmic and automated trading
Hamidreza Haddadian +2 more
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Algorithmic Trading with Model Uncertainty [PDF]
SIAM Journal on Financial Mathematics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cartea, A, Donnelly, R, Jaimungal, S
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Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements [PDF]
, 2012 This paper documents that speed is crucially important for high frequency trading strategies based on U.S. macroeconomic news releases. Using order level data of the highly liquid S&P500 ETF traded on NASDAQ from January 6, 2009, to December 12, 2011, we
Dijk, D.J.C. (Dick) van +2 more
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New frontiers in financial markets: from machine learning to algorithmic trading [PDF]
Risk Management Magazine, 2019 Fintech, Distristributed Ledgers Tecnology (DLT), blockchain, machine learning, algorithmic trading and High Frequency Trading (HFT), are among the most disruptive digital innovations that are transforming the structure of any industrial sector ...
Valentina Lagasio
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Algorithmic aspects of bandwidth trading [PDF]
ACM Transactions on Algorithms, 2003 We study algorithmic problems that are motivated by bandwidth trading in next-generation networks. Typically, bandwidth trading involves sellers (e.g., network operators) interested in selling bandwidth pipes that offer to buyers a guaranteed level of service for a specified time interval.
Randeep Bhatia +3 more
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