Results 271 to 280 of about 2,156,811 (323)
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Efficient Continuous Space Policy Optimization for High-frequency Trading
Knowledge Discovery and Data Mining, 2023High-frequency trading is an extraordinarily intricate financial task, which is normally treated as a near real-time sequential decision problem. Compared with the traditional two-phase approach, forecasting equity's trend and then weighting them by ...
Li Han +4 more
semanticscholar +1 more source
International Symposium on High-Performance Computer Architecture, 2023
Recent research shows that artificial intelligence (AI) algorithms can dramatically improve the profitability of high-frequency trading (HFT) with accurate market prediction, overcoming the limitation of conventional latency-oriented approaches. However,
Sungyeob Yoo +5 more
semanticscholar +1 more source
Recent research shows that artificial intelligence (AI) algorithms can dramatically improve the profitability of high-frequency trading (HFT) with accurate market prediction, overcoming the limitation of conventional latency-oriented approaches. However,
Sungyeob Yoo +5 more
semanticscholar +1 more source
Machine Learning and Speed in High-Frequency Trading
Social Science Research Network, 2022. The creative destruction wrought by high-frequency algorithmic trading has raised increasing concerns about the effect of machine learning behaviors and ultra high-frequency trading on financial markets.
Jasmina Arifovic +2 more
semanticscholar +1 more source
SSRN Electronic Journal, 2011
High-frequency trading (HFT) has recently drawn massive public attention fuelled by the U.S. May 6, 2010 flash crash and the tremendous increases in trading volumes of HFT strategies. Indisputably, HFT is an important factor in markets that are driven by sophisticated technology on all layers of the trading value chain.
Peter Gomber +3 more
openaire +1 more source
High-frequency trading (HFT) has recently drawn massive public attention fuelled by the U.S. May 6, 2010 flash crash and the tremendous increases in trading volumes of HFT strategies. Indisputably, HFT is an important factor in markets that are driven by sophisticated technology on all layers of the trading value chain.
Peter Gomber +3 more
openaire +1 more source
High Frequency Trading and the 2008 Short Sale Ban
Journal of Financial Economics, 2017Jonathan Brogaard +2 more
semanticscholar +3 more sources
World Journal of Advanced Engineering Technology and Sciences
High-frequency trading (HFT) has transformed financial markets by enabling rapid execution of trades, exploiting market inefficiencies, and optimizing trading strategies.
Halima Oluwabunmi +3 more
semanticscholar +1 more source
High-frequency trading (HFT) has transformed financial markets by enabling rapid execution of trades, exploiting market inefficiencies, and optimizing trading strategies.
Halima Oluwabunmi +3 more
semanticscholar +1 more source
Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading
Journal of Risk and Financial ManagementBecause of the theoretical challenges posed by the Efficient Market Hypothesis with respect to technical analysis, the effectiveness of technical indicators in high-frequency trading remains inadequately explored, particularly at the minute-level ...
Akash Deep +4 more
semanticscholar +1 more source
Quantifying the High-Frequency Trading “Arms Race”: A Simple New Methodology and Estimates
Social Science Research Network, 2020We 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 ...
Matteo Aquilina +2 more
semanticscholar +1 more source
High-frequency trading and stock liquidity: An intraday analysis
, 2020This paper studies the impact of high-frequency trading (HFT) on intraday liquidity of CAC40 stocks listed on Euronext. Spreads display an intraday L-shaped pattern, while quoted depth follows an inverse pattern: low at the open and increasing towards ...
I. B. Ammar +2 more
semanticscholar +1 more source
High-Frequency Trading Strategies
Management Science, 2017We examine the effect of high-frequency trading on market quality from the perspective of a limit order trader. By competing with slower limit order traders, high-frequency traders impose a welfare externality by selectively crowding out the most profitable limit orders.
Michael Goldstein +2 more
openaire +1 more source