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Quantitative Finance, 2015 In such a competitive environment like high finance is, long-term incomes are usually discarded to satisfy the always demanding short-term necessities of shareholders. Thanks to use of computer tools, some software has been developed to let computer programs acquire securities like stocks or options. The particularity of the these commercial activities
François-Serge Lhabitant +1 more
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Novel modelling strategies for high-frequency stock trading data
Financial Innovation, 2023 Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods.
Xuekui Zhang +3 more
doaj +1 more source
The Invisible Power of MacHines Revisiting the Proposed Flash Order Ban in the Wake of the Flash Crash [PDF]
, 2011 Technological innovation continues to make trading and markets more efficient, generally benefitting market participants and the investing public.
Doligez, Blandine +5 more
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Quantum computational quantitative trading: high-frequency statistical arbitrage algorithm
New Journal of Physics, 2022 Quantitative trading is an integral part of financial markets with high calculation speed requirements, while no quantum algorithms have been introduced into this field yet.
Xi-Ning Zhuang +3 more
doaj +1 more source
Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes
Entropy, 2022 Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media and the broader audience.
Jeremy D. Turiel, Tomaso Aste
doaj +1 more source
A Decision Support System for Trading in Apple Futures Market Using Predictions Fusion
IEEE Access, 2021 In the last decade, High-Frequency Trading (HFT) has become a popular issue in the futures market, which has attracted much attention from numerous researchers.
Shangkun Deng +6 more
doaj +1 more source
A comprehensive study on bid-ask spread and its determinants in India
Cogent Economics & Finance, 2021 Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market–capitalization, return volatility, and number of trades as the prime ...
Aritra Pan, Arun Kumar Misra
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CONCEPTUAL APPROACHES TO HIGH-FREQUENCY TRADING IDENTIFICATION
Вестник Российского экономического университета имени Г. В. Плеханова, 2017 The article deals with the conceptual approaches to the High Frequency Trading identification in order to allocate set of features that enable to separate High Frequency Trading from other forms of exchange activities. At today's exchange trading HFT has
Ruslan R. Iskyandyarov
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The Impact of High-Frequency Trading on Modern Securities Markets
Business & Information Systems Engineering, 2022 High-frequency traders account for a significant part of overall price formation and liquidity provision in modern securities markets. In order to react within microseconds, high-frequency traders depend on specialized low latency infrastructure and fast
B. Clapham +2 more
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Empirical Limitations on High Frequency Trading Profitability [PDF]
, 2010 Addressing the ongoing examination of high-frequency trading practices in financial markets, we report the results of an extensive empirical study estimating the maximum possible profitability of the most aggressive such practices, and arrive at figures ...
Kearns, Michael +2 more
core +6 more sources