Results 41 to 50 of about 2,156,811 (323)
Latency arbitrage and the synchronized placement of orders
Financial Innovation, 2023 We argue that owing to traders’ inability to fully express their preferences over the execution times of their orders, contemporary stock market designs are prone to latency arbitrage. In turn, we propose a new order type, which allows traders to specify
Wolfgang Kuhle
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Attention: How High-Frequency Trading Improves Price Efficiency Following Earnings Announcements
Journal of financial markets, 2021 Recent research indicates that high-frequency trading (HFT) helps incorporate fundamental information into prices, but how this happens is unclear.
Bidisha Chakrabarty +2 more
semanticscholar +1 more source
Reordering Transaction Execution to Boost High-Frequency Trading Applications
Data Science and Engineering, 2017 High-frequency trading (HFT) has always been welcomed because it benefits not only personal benefits but also the whole social welfare. While the recent advance of portfolio selection in HFT market enables to bring about more profit, it yields much ...
Ningnan Zhou +4 more
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Trading Imbalance in Chinese Stock Market—A High-Frequency View
Entropy, 2020 Although an imbalance of buying and selling profoundly affects the formation of market trends, a fine-granularity investigation of this perplexity of trading behavior is still missing. Instead of using existing entropy measures, this paper proposed a new
Shan Lu, Jichang Zhao, Huiwen Wang
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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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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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High‐Frequency Trading and Market Performance
Journal of Finance, 2020 High-frequency trading has transformed financial markets in recent years. We study the consequences of this development using a model with multiple trading venues, costly information acquisition, and several types of traders. An increase in trading speed
Markus Baldauf, Joshua Mollner
semanticscholar +1 more source
Quantum Computing in High Frequency Trading and Fraud Detection
Engineering International, 2021 Quantum Computing in high-frequency trading and fraud detection is an analysis of quantum computing and how it can be used by the different industries especially finance. It is an evolution of computing from the traditional computing method.
Apoorva Ganapathy
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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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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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