Results 41 to 50 of about 6,744,718 (372)
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 in a microstructural limit order book model [PDF]
, 2019 We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and cancel orders arrivals in the LOB are modeled as Cox ...
Abergel, Frédéric +2 more
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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
core +3 more sources
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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Judgment Day: Algorithmic Trading Around the Swiss Franc Cap Removal
Social Science Research Network, 2022 A key issue for decentralised markets like FX is how the market responds to extreme situations. Using data on FX transactions with a precise identi fi cation of Algorithmic trading (AT)
Francis Breedon +3 more
semanticscholar +1 more source
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.
openaire +2 more sources