Results 21 to 30 of about 29,134 (295)
Algorithmic Finance and (Limits to) Governmentality: On Foucault and High-Frequency Trading
Genealogy+Critique, 2017 In this essay I discuss algorithmic finance, specifically the use of fully automated trading, including high-frequency trading, in the light of Michel Foucault's notion of governmentality.
Christian Borch
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Modern trends of electronic trading by negotiable financial instruments
Vìsnik Žitomirsʹkogo Deržavnogo Tehnologìčnogo Unìversitetu: Ekonomìčnì Nauki, 2018 International negotiable financial instrument markets have a high level of electronic trading. It is displayed using the consolidated limit order book, the widening the range of trading orders, smart order routing, high speed access to the market on the ...
I.Kravchuk
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Latency arbitrage and the synchronized placement of orders
Financial Innovation, 2023 We argue that owing to traders’ inability to fully express their preferences over the execution times of their orders, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to specify
Wolfgang Kuhle
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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
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Reordering Transaction Execution to Boost High-Frequency Trading Applications
Data Science and Engineering, 2017 High-frequency trading (HFT) has always been welcomed because it benefits not only personal benefits but also the whole social welfare. While the recent advance of portfolio selection in HFT market enables to bring about more profit, it yields much ...
Ningnan Zhou +4 more
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Reinforcement Learning for Stock Prediction and High-Frequency Trading With T+1 Rules
IEEE Access, 2023 The high-frequency trading framework for the price trend prediction model and trading strategy has been a popular approach for T+0 trading in the stock market.
Weipeng Zhang +4 more
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Additional Limit Conditions for Breakout Trading Strategies [PDF]
Informatică economică, 2019 One of the most popular trading methods used in financial markets is the Turtle strategy. Long time passed since the middle of 1983 when Richard Dennis and Bill Eckhardt disputed about whether great traders were born or made.
Cristian PAUNA
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High-Frequency Trading and Institutional Trading Costs [PDF]
SSRN Electronic Journal, 2018 Au moyen de données relatives au marché des contrats à terme sur obligations du Canada, nous examinons les interactions entre les opérateurs qui pratiquent la négociation à haute fréquence et les investisseurs institutionnels qui prennent d’importantes positions sur ces contrats.
Chen, Marie, Garriott, Corey
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High-Frequency Trading and Price Discovery [PDF]
Review of Financial Studies, 2013 We examine the role of high-frequency traders (HFTs) in price discovery and price efficiency. Overall HFTs facilitate price efficiency by trading in the direction of permanent price changes and in the opposite direction of transitory pricing errors, both on average and on the highest volatility days.
Jonathan Brogaard +2 more
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Arbitrage Trading Systems for Cryptocurrencies. Design Principles and Server Architecture [PDF]
Informatică economică, 2018 When dot.com has become a quaint idea, when electronic shops have lost the mass attention, while classical and margin trading has become obsolete, something new is coming: cryptocur-rencies.
Cristian PAUNA
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