Results 11 to 20 of about 2,156,811 (323)
IEEE AccessHigh frequency trading, often known as HFT, is a subset of algorithmic trading, which is one of the most significant improvements to the trading environment in recent years.
Visalakshi Palaniappan +4 more
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A comparative study of ensemble learning algorithms for high-frequency trading
Scientific AfricanHigh-Frequency Trading utilizes powerful mathematical algorithms to execute transactions at an extremely rapid pace, which makes the use of machine learning techniques for prediction necessary.
El Mehdi Ferrouhi, Ibrahim Bouabdallaoui
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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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A high-frequency trading volume prediction model using neural networks
Decision Analytics Journal, 2023 Xiaojie Xu, Yun Zhang
semanticscholar +3 more sources
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading [PDF]
AAAI Conference on Artificial Intelligence, 2023 High-frequency trading (HFT) is using computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market, (e.g., Bitcoin).
Molei Qin +5 more
semanticscholar +1 more source
Applied Computer Science, 2023 This study presents a method for testing high-frequency trading (HFT) for algorithms on GPUs using kernel parallelization, code vectorization, and multidimensional matrices.
Mantas VAITONIS +1 more
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High-Frequency Trading Competition [PDF]
SSRN Electronic Journal, 2014 Les auteurs analysent la dynamique des échanges après que des entreprises qui font des transactions à haute fréquence eurent commencé successivement à négocier des titres sur le marché des actions. Les nouveaux venus rivalisent avec les acteurs déjà présents pour obtenir plus de volume, ce qui entraîne un effet d’éviction.
Brogaard, Jonathan +2 more
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Development of high-frequency volatility estimators in pricing and trading stock options
π-Economy, 2022 Asset return volatility plays a key role in derivative pricing and hedging, risk management and portfolio allocation decisions. This study examined the economic benefit of high-frequency volatility estimators (measures realized) in option pricing and ...
Gayomey John, Zaytsev Andrey
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Quantifying the High-Frequency Trading "Arms Race"
Quarterly Journal of Economics, 2021 We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as “latency arbitrage.” The key difference between message data and widely familiar limit order book data is that message data contain attempts to trade
M. Aquilina, Eric Budish, P. O’Neill
semanticscholar +1 more source
High-Frequency Trading on Decentralized On-Chain Exchanges [PDF]
IEEE Symposium on Security and Privacy, 2020 Decentralized exchanges (DEXs) allow parties to participate in financial markets while retaining full custody of their funds. However, the transparency of blockchain-based DEX in combination with the latency for transactions to be processed, makes market-
Liyi Zhou +4 more
semanticscholar +1 more source