Results 21 to 30 of about 30,305 (249)
Econometrics, 2023 Time-series data, which exhibit a low signal-to-noise ratio, non-stationarity, and non-linearity, are commonly seen in high-frequency stock trading, where the objective is to increase the likelihood of profit by taking advantage of tiny discrepancies in ...
Chengyu Li, Luyi Shen, Guoqi Qian
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Algorithmic and high-frequency trading in Borsa Istanbul
Borsa Istanbul Review, 2016 This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
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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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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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Trading Imbalance in Chinese Stock Market—A High-Frequency View
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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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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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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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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Revue de la Régulation, 2013 Since the enactment of the Markets in Financial Instruments Directive (MiFID) on November 1st, 2007, the institutional landscape and the organization of financial markets in Europe has been witnessing major changes.
Marc Lenglet, Angelo Riva
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