Results 221 to 230 of about 30,305 (249)

Capability Satisficing in High Frequency Trading

SSRN Electronic Journal, 2016
Abstract This paper explains the capability theory of how HFT firms make allocation decisions under uncertainty, and shows how capability maximization is precisely consistent with utility theory. The issue, however, is how these firms actually make allocation decisions in practice.
openaire   +1 more source

High-frequency Trading

2020
Satya R. Chakravarty, Palash Sarkar
openaire   +2 more sources

Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

European Journal of Finance, 2021
Wolfgang Härdle
exaly  

High-Frequency Trading Strategies

Management Science, 2023
Michael A Goldstein, Amy Kwan, Richard Philip   +2 more
exaly  

High Frequency Trading

2014
Peter Gomber, Martin Haferkorn
openaire   +2 more sources

Algorithmic Trading and High-Frequency Trading (HFT)

2017
Abstract This chapter analyses the MiFID II rules on algorithmic trading (AT), including high-frequency trading (HFT). The author argues that AT raises serious issues of volatility and systemic risk, and HFT issues of systematic front-running of investors.
openaire   +1 more source

High Frequency Trading

Common innovation is the contribution of ordinary people to innovation and the wealth of nations. Innovation and wealth creation are not merely the monopoly of business. While Schumpeter described business innovation as a, ‘perennial gale of creative destruction’, common innovation is more a, ‘gentle and benign breeze’.
openaire   +3 more sources

HFTViz: Visualization for the exploration of high frequency trading data

Information Visualization, 2022
Thomas Hurtut, Vincent Grégoire
exaly  

Predict high-frequency trading marker via manifold learning

Knowledge-Based Systems, 2021
Henry Hyunwook Han
exaly  

High‐frequency trading: Definition, implications, and controversies

Journal of Economic Surveys, 2022
Wei-Huei Hsu
exaly