Striving to make better decision quicker in cloud : big data event trading in high frequency trading perspective
Year of publication: |
2020
|
---|---|
Authors: | Karn Arodh Lal ; Sapkota, Niranjan ; Rakshha Kumari Karna ; Rafiq, Muhammad |
Published in: |
International journal of services technology and management : IJSTM. - Geneva : Inderscience Enterprises Ltd., ISSN 1741-525X, ZDB-ID 2048156-1. - Vol. 26.2020, 2/3, p. 215-236
|
Subject: | high frequency trading | HFT | event trading | limit order book | LOB | big data | cloud architect | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Big Data | Big data | Cloud Computing | Cloud computing | Börsenkurs | Share price | Anlageverhalten | Behavioural finance |
-
Dubey, Ritesh Kumar, (2017)
-
Big data algorithmic trading systems based on investors' mood
Martínez, Raúl Gómez, (2019)
-
Do big data mutual funds outperform?
Zhang, Junsheng, (2023)
- More ...
-
News sentiment incorporation in real-time trading : alpha testing the event trading strategy in HFT
Karn Arodh Lal, (2018)
-
Karn Arodh Lal, (2023)
-
News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT
Karn, Arodh Lal, (2018)
- More ...