Search Results - subject:"algorithmic trading"

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Statistical predictions of trading strategies in electronic markets

Cartea, Álvaro; Cohen, Samuel N.; Graumans, Robert; … - 2025

Persistent link: https://www.econbiz.de/10015339741

Humans in charge of trading robots : the first experiment

Asparouhova, Elena; Bossaerts, Peter L.; Cai, Xiaoqin; … - 2024

Persistent link: https://www.econbiz.de/10015046183

Predictive modeling of foreign exchange trading signals using machine learning techniques

Enkhbayar, Sugarbayar; Ślepaczuk, Robert - 2024

Persistent link: https://www.econbiz.de/10014634708

Managing extreme cryptocurrency volatility in algorithmic trading : EGARCH via genetic algorithms and neural networks

Alaminos, David; Salas, M. Belén; Callejón-Gil, Ángela M. - In: Quantitative finance and economics 8 (2024) 1, pp. 153-209

Persistent link: https://www.econbiz.de/10015126885

Two algos, one option: impact of new technology on mispricing and hedging strategies

Altmann, Stefan - 2024

in an experiment whether algorithmic trading has an impact on the formation of asset price bubbles. It finds that … looks at whether markets with algorithmic trading can improve the aggregation of information and whether they retain the …

Persistent link: https://www.econbiz.de/10015272249

The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods

Ma, Baiquan; Ślepaczuk, Robert - 2022

Persistent link: https://www.econbiz.de/10012816711

On the benefits of robo-advice in financial markets

Lambrecht, Marco; Oechssler, Joerg; Weidenholzer, Simon - 2023

Robo-advisors are novel tools in financial markets that provide investors with low-cost financial advice, usually based on individual characteristics like risk attitudes. In a portfolio choice experiment running over 10 weeks, we study how much investors benefit from robo advice. We also study...

Persistent link: https://www.econbiz.de/10014380288