Results 31 to 40 of about 308,639 (286)
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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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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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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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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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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High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method
Future Internet, 2022 Futures price-movement-direction forecasting has always been a significant and challenging subject in the financial market. In this paper, we propose a combination approach that integrates the XGBoost (eXtreme Gradient Boosting), SMOTE (Synthetic ...
Shangkun Deng +4 more
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High-Frequency Trading Competition [PDF]
Journal of Financial and Quantitative Analysis, 2018 Theory on high-frequency traders (HFTs) predicts that market liquidity for a security decreases in the number of HFTs trading the security. We test this prediction by studying a new Canadian stock exchange, Alpha, that experienced the entry of 11 HFTs over 4 years. We find that bid–ask spreads on Alpha converge to those at the Toronto Stock Exchange as
Jonathan Brogaard, Corey Garriott
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Entropy, 2021 This is an informal and sketchy review of five topical, somewhat unrelated subjects in quantitative finance and econophysics: (i) models of price changes; (ii) linear correlations and random matrix theory; (iii) non-linear dependence copulas; (iv) high ...
Jean-Philippe Bouchaud
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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.
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