Results 11 to 20 of about 308,405 (309)
Empirical Limitations on High-Frequency Trading Profitability [PDF]
, 2010 Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the most aggressive such practices, and arrive at figures ...
Michael Kearns +2 more
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CONCEPTUAL APPROACHES TO HIGH-FREQUENCY TRADING IDENTIFICATION
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article deals with the conceptual approaches to the High Frequency Trading identification in order to allocate set of features that enable to separate High Frequency Trading from other forms of exchange activities. At today's exchange trading HFT has
Ruslan R. Iskyandyarov
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Trading Imbalance in Chinese Stock Market—A High-Frequency View [PDF]
Entropy, 2020 Although an imbalance of buying and selling profoundly affects the formation of market trends, a fine-granularity investigation of this perplexity of trading behavior is still missing. Instead of using existing entropy measures, this paper proposed a new
Shan Lu, Jichang Zhao, Huiwen Wang
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Modelling Asset Prices for Algorithmic and High-Frequency Trading [PDF]
, 2013 Algorithmic trading (AT) and high-frequency (HF) trading, which are responsible for over 70% of US stocks trading volume, have greatly changed the microstructure dynamics of tick-by-tick stock data.
Álvaro Cartea, Sebastian Jaimungal
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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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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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Quantum computational quantitative trading: high-frequency statistical arbitrage algorithm
New Journal of Physics, 2022 Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet.
Xi-Ning Zhuang +3 more
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Hardness of Learning in Rich Environments and Some Consequences for Financial Markets
Machine Learning and Knowledge Extraction, 2021 This paper examines the computational feasibility of the standard model of learning in economic theory. It is shown that the information update technique at the heart of this model is impossible to compute in all but the simplest scenarios. Specifically,
Ayan Bhattacharya
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