Results 1 to 10 of about 308,306 (210)
WIRTSCHAFTSINFORMATIK, 2012 Item does not contain ...
Christoph Lattemann +10 more
core +9 more sources
The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Ke Meng, Shouhao Li
doaj +2 more sources
Quantum Prisoner’s Dilemma and High Frequency Trading on the Quantum Cloud [PDF]
Frontiers in Artificial Intelligence, 2021 High-frequency trading (HFT) offers an excellent use case and a potential killer application of the commercially available, first generation quasi-quantum computers. To this end, we offer here a simple game-theoretic model of HFT as the famous two player
Faisal Shah Khan, Ning Bao
doaj +2 more sources
SSRN Electronic Journal, 2013 High-frequency traders in financial markets have been making media headlines. As a relatively new phenomenon, much of the discussion is not backed by solid academic research. In this special issue of the Journal of Financial Markets on High-Frequency Trading, we present several research papers that aim to inform the discussion on this important issue.
Tarun Chordia +3 more
+6 more sources
How high frequency trading affects a market index. [PDF]
Sci Rep, 2013 The relationship between a market index and its constituent stocks is complicated. While an index is a weighted average of its constituent stocks, when the investigated time scale is one day or longer the index has been found to have a stronger effect on
Kenett DY +3 more
europepmc +3 more sources
Improved PBFT algorithm for high-frequency trading scenarios of alliance blockchain [PDF]
Scientific Reports, 2022 With the continuous development of blockchain technology, the application scenarios of alliance blockchain are also increasing. The consensus algorithm can achieve distributed consensus among nodes in the network.
Song Tang +4 more
doaj +2 more sources
Correction: The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE[This corrects the article DOI: 10.1371/journal.pone.0260724.].
Ke Meng, Shouhao Li
doaj +2 more sources
High-Frequency Trading Competition [PDF]
SSRN Electronic Journal, 2014 Les auteurs analysent la dynamique des échanges après que des entreprises qui font des transactions à haute fréquence eurent commencé successivement à négocier des titres sur le marché des actions. Les nouveaux venus rivalisent avec les acteurs déjà présents pour obtenir plus de volume, ce qui entraîne un effet d’éviction.
Brogaard, Jonathan +2 more
openaire +5 more sources
High-frequency trading and networked markets. [PDF]
Proc Natl Acad Sci U S A, 2021 SignificanceDuring the last two decades, technological innovation and regulatory requirements have deeply changed the way financial markets work. Today, financial markets are characterized by the presence of high-frequency traders (able to perform financial transactions at a submillisecond time scale) and market fragmentation.
Musciotto F, Piilo J, Mantegna RN.
europepmc +4 more sources
High Frequency Trading and Fragility [PDF]
SSRN Electronic Journal, 2016 We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity when the market becomes less liquid, which in turn makes ...
Cespa, Giovanni, Vives, Xavier
openaire +4 more sources