Search Results - subject:"Algorithm Trading"

Surviving Black Swans II: timing the 2020-2022 roller coaster

Topiwala, Pankaj - In: Journal of Risk and Financial Management 16 (2023) 2, pp. 1-26

Unbeknownst to the public, most investment funds actually underperform the broader market. Yet, millions of individual investors fare even worse, barely treading water. Algorithmic trading now accounts for over 80% of all trades and is the domain of professionals. Can it also help the small...

Persistent link: https://www.econbiz.de/10014332853

Surviving Black Swans II: timing the 2020-2022 roller coaster

Topiwala, Pankaj - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014305882

Surviving black swans: The challenge of market timing systems

Topiwala, Pankaj; Dai, Wei - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-25

It is an open secret that most investment funds actually underperform the market. Yet, millions of individual investors fare even worse, barely treading water. Algorithmic trading is now so common, it accounts for over 80% of all trades and is the domain of professionals. Can it also help the...

Persistent link: https://www.econbiz.de/10014332481

Surviving black swans : the challenge of market timing systems

Topiwala, Pankaj; Dai, Wei - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-25

Persistent link: https://www.econbiz.de/10013369153