Search Results - subject:"algorithmic traders"

Aggregation of diverse information with double auction trading among minimally-intelligent algorithmic agents

Jamal, Karim; Maier, Michael S.; Sunder, Shyam - 2019

Persistent link: https://www.econbiz.de/10012053169

Resiliency in the E-mini futures market

Fishe, Raymond P. H.; Haynes, Richard; Onur, Esen - In: The journal of futures markets 42 (2022) 1, pp. 5-23

Persistent link: https://www.econbiz.de/10012796291

Anticipatory Traders and Trading Speed

Fishe, Raymond P. H. - 2017

We examine whether speed is an important characteristic of traders who anticipate local price trends. These anticipatory participants correctly trade prior to the overall market and systematically act before other participants. They use manual and algorithmic order entry methods, but most are...

Persistent link: https://www.econbiz.de/10012971747

Bubbles in hybrid markets: How expectations about algorithmic trading affect human trading

Farjam, Mike; Kirchkamp, Oliver - 2015

environments with only human traders. Today markets are substantially determined by algorithmic traders. Here we use a laboratory … experiment to measure human trading behaviour changes if these humans expect algorithmic traders. To disentangle the direct … effect algorithmic traders have we use a clean design where we can manipulate only the expectations of human traders. We find …

Persistent link: https://www.econbiz.de/10010500166

Bubbles in Hybrid Markets - How Expectations about Algorithmic Trading Affect Human Trading

Farjam, Mike; Kirchkamp, Oliver - 2015

with only human traders. Today markets are substantially determined by algorithmic traders. Here we use a laboratory … experiment to measure changes of human trading behavior if these humans expect algorithmic traders. To disentangle the direct … effect of algorithmic traders we use a design where we manipulate only the expectations of human traders. We find clearly …

Persistent link: https://www.econbiz.de/10011431175