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Algorithmic trading and high frequency trading /

2017
Thesis (PhD(Finance and related studies A))--University of South Australia, 2017. Includes bibliographical references (pages 121-135) This thesis provides one standalone survey essay and three empirical essays on algorithmic trading (AT) and its effect on market qualities.
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High-Frequency Technical Trading

2015
This chapter investigates the profitability of technical trading rules applied to high-frequency data across two time periods: (1) periods of increased market volatility; and (2) periods of the market's upward trend. The analysis utilizes 5-min data for the S&P 500 Index and the VIX (Chicago Board Options Exchange Market Volatility Index) from 2011 to ...
Giangreco, Antonio, Gradojevic, Nikola, Lento, Camillo   +2 more
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High-frequency Trading

2020
Satya R. Chakravarty, Palash Sarkar
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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.
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High Frequency Trading

2014
Peter Gomber, Martin Haferkorn
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Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

European Journal of Finance, 2021
Wolfgang Karl Härdle
exaly  

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’.
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High-Frequency Trading Strategies

Management Science, 2023
Michael A Goldstein, Amy Kwan
exaly  

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.
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High‐frequency trading: Definition, implications, and controversies

Journal of Economic Surveys, 2022
Martin Young, Wei-Huei Hsu
exaly