Synergizing quantitative finance models and market microstructure analysis for enhanced algorithmic trading strategies
Year of publication: |
2024
|
---|---|
Authors: | Mengshetti, Om ; Gupta, Kanishk ; Zade, Nilima ; Kotecha, Ketan ; Mutha, Siddhanth ; Joshi, Gayatri |
Subject: | Algorithmic trading | EMA | MACD | Quantitative finance | Technical indicators | VWAP | Marktmikrostruktur | Market microstructure | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm | Finanzmathematik | Mathematical finance | Theorie | Theory | Anlageverhalten | Behavioural finance |
-
Algorithmic trading of co-integrated assets
Cartea, Álvaro, (2016)
-
Commonality and contrarian trading among algorithmic traders
Arumugam, Devika, (2021)
-
Time, trading and algorithms in financial sector security
Thompson, Grahame, (2017)
- More ...
-
Gupta, Kanishk, (2020)
-
Gupta, Kanishk, (2019)
-
Investigating consumer acceptance of NFC mobile payment apps in India : a UTAUT2 approach
Gupta, Kanishk, (2023)
- More ...