Results 1 to 10 of about 308,639 (286)
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
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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
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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
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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
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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
Applied Computer Science, 2023 This study presents a method for testing high-frequency trading (HFT) for algorithms on GPUs using kernel parallelization, code vectorization, and multidimensional matrices.
Mantas VAITONIS +1 more
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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
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Development of high-frequency volatility estimators in pricing and trading stock options
π-Economy, 2022 Asset return volatility plays a key role in derivative pricing and hedging, risk management and portfolio allocation decisions. This study examined the economic benefit of high-frequency volatility estimators (measures realized) in option pricing and ...
Gayomey John, Zaytsev Andrey
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Quantitative Finance, 2015 In such a competitive environment like high finance is, long-term incomes are usually discarded to satisfy the always demanding short-term necessities of shareholders. Thanks to use of computer tools, some software has been developed to let computer programs acquire securities like stocks or options. The particularity of the these commercial activities
François-Serge Lhabitant +1 more
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Novel modelling strategies for high-frequency stock trading data
Financial Innovation, 2023 Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods.
Xuekui Zhang +3 more
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