Results 31 to 40 of about 308,405 (309)
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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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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Liquidity Effects of Trading Frequency [PDF]
, 2017 In this article, we present a discrete time modeling framework, in which the shape and dynamics of a Limit Order Book (LOB) arise endogenously from an equilibrium between multiple market participants (agents).
Gayduk, Roman, Nadtochiy, Sergey
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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
doaj +1 more source
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
openaire +2 more sources
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
openaire +4 more sources
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
doaj +1 more source
Investment in High Frequency Trading Technology: A Real Options Approach [PDF]
, 2018 This paper derives an optimal timing strategy for a regular slow trader considering investing in a high-frequency trading (HFT) technology. The market is fragmented, and slow traders compete with fast traders for trade execution.
Delaney, L.
core +1 more source
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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The Random Walk of High Frequency Trading [PDF]
, 2014 This paper builds a model of high-frequency equity returns by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold.
Aldrich, Eric M. +2 more
core +2 more sources