Results 1 to 10 of about 2,156,811 (323)
Improved PBFT algorithm for high-frequency trading scenarios of alliance blockchain [PDF]
Scientific Reports, 2022 With the continuous development of blockchain technology, the application scenarios of alliance blockchain are also increasing. The consensus algorithm can achieve distributed consensus among nodes in the network.
Song Tang +4 more
doaj +3 more sources
High-frequency trading and networked markets. [PDF]
Proc Natl Acad Sci U S A, 2021 SignificanceDuring the last two decades, technological innovation and regulatory requirements have deeply changed the way financial markets work. Today, financial markets are characterized by the presence of high-frequency traders (able to perform financial transactions at a submillisecond time scale) and market fragmentation.
Musciotto F, Piilo J, Mantegna RN.
europepmc +5 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
semanticscholar +6 more sources
The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Ke Meng, Shouhao Li
doaj +2 more sources
WIRTSCHAFTSINFORMATIK, 2012 Item does not contain ...
Christoph Lattemann +10 more
core +9 more sources
Quantum Prisoner’s Dilemma and High Frequency Trading on the Quantum Cloud [PDF]
Frontiers in Artificial Intelligence, 2021 High-frequency trading (HFT) offers an excellent use case and a potential killer application of the commercially available, first generation quasi-quantum computers. To this end, we offer here a simple game-theoretic model of HFT as the famous two player
Faisal Shah Khan, Ning Bao
doaj +2 more sources
Correction: The adaptive market hypothesis and high frequency trading. [PDF]
PLoS ONE[This corrects the article DOI: 10.1371/journal.pone.0260724.].
Ke Meng, Shouhao Li
doaj +2 more sources
How high frequency trading affects a market index. [PDF]
Sci Rep, 2013 The relationship between a market index and its constituent stocks is complicated. While an index is a weighted average of its constituent stocks, when the investigated time scale is one day or longer the index has been found to have a stronger effect on
Kenett DY +3 more
europepmc +3 more sources
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
doaj +2 more sources
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
openaire +4 more sources