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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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Algorithmic trading with directional changes
Artificial Intelligence Review, 2022 Directional changes (DC) is a recent technique that summarises physical time data (e.g. daily closing prices, hourly data) into events, offering traders a unique perspective of the market to create novel trading strategies. This paper proposes the use of
Adesola Adegboye +2 more
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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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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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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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INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT, 2023 Algorithms that follow a trend and a predetermined set of rules are used in algorithmic trading to execute trades. Predictive Trade Bot systemsaim to provide unusual profits for stock order, position,balance, sell, and by tools. The trade can produce income at an unnaturally high speed and frequency.
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HETEROGENEOUS TRADING STRATEGY ENSEMBLING FOR INTRADAY TRADING ALGORITHMS
South African Journal of Industrial Engineering, 2023 Since the inception of algorithmic trading during the mid-1970s, considerable resources and time have been committed by the financial sector to the development of trading algorithms in the hope of obtaining a competitive advantage over human contenders.
Koegelenberg, D.J.C, van Vuuren, J.H.
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Optimal execution strategy with an uncertain volume target [PDF]
, 2020 In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty.
Hauser, Raphael, Vaes, Julien
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