Search Results - subject:"Algorithmic Trading"

The Regulation of AI Trading from an AI Life Cycle Perspective

Azzutti, Alessio; Ringe, Wolf-Georg; Stiehl, Hans Siegfried - 2022

financial services. In this regard, the algorithmic trading domain is no exception.The impact of AI in the industry is a …

Persistent link: https://www.econbiz.de/10014238860

Wikipedia pageviews as investors' attention indicator for Nasdaq

Martínez, Raúl Gómez; Orden-Cruz, Carmen; … - In: Intelligent systems in accounting, finance & management 29 (2022) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10013274246

Algorithmic trading and investment-to-price sensitivity

Aliyev, Nihad; Huseynov, Fariz; Rzayev, Khaladdin - 2022

Persistent link: https://www.econbiz.de/10013357445

Optimal liquidation, acquisition and market making problems in HFT under Hawkes models for LOB

Contreras, Ana Roldan; Sviščuk, Anatolij - In: Risks : open access journal 10 (2022) 8, pp. 1-32

The present paper is focused on the solution of optimal control problems such as optimal acquisition, optimal liquidation, and market making in relation to the high-frequency trading market. We have modeled optimal control problems with the price approximated by the diffusion process for the...

Persistent link: https://www.econbiz.de/10013368241

Convexity arbitrage : the idea which does not work

Stádník, Bohumil - In: Cogent economics & finance 10 (2022) 1, pp. 1-16

Algorithmic trading, so popular nowadays, uses many strategies that are algorithmizable and promise profitability. This … this strategy in algorithmic trading to make an adequate assessment. Its findings show that the practical and profitable …

Persistent link: https://www.econbiz.de/10013463093

Does trade clustering reduce trading costs? : evidence from periodicity in algorithmic trading

Muravyev, Dmitriy; Picard, Joerg - In: Financial management : FM 51 (2022) 4, pp. 1201-1229

Persistent link: https://www.econbiz.de/10013468513

Informer in algorithmic investment strategies on high frequency Bitcoin data

Stefaniuk, Filip; Ślepaczuk, Robert - 2024

Persistent link: https://www.econbiz.de/10015372917

Anonymity in dealer-to-customer markets

Di Cagno, Daniela; Paiardini, Paola; Sciubba, Emanuela - In: International Journal of Financial Studies : open … 12 (2024) 4, pp. 1-16

We use a laboratory experiment to explore the effect of a change in pre-trade anonymity in a quote-driven dealer-to-customer market, organised as a request for quote (RFQ). We consider two treatments in which dealers interact with two types of customers (informed or uninformed). In the first...

Persistent link: https://www.econbiz.de/10015337775

Estimation of an order book dependent hawkes process for large datasets

Mucciante, Luca; Sancetta, Alessio - In: Journal of financial econometrics 22 (2024) 4, pp. 1098-1129

Persistent link: https://www.econbiz.de/10015338768

The speed of firm response to inflation

Yotzov, Ivan; Bunn, Philip; Bloom, Nicholas; Thwaites, … - 2024

Persistent link: https://www.econbiz.de/10015061864