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Subject
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Ledenyov law on limiting frequency for ultra high frequency electronic trading in foreign currencies exchange markets 2 Stratanovich – Kalman – Bucy filter 2 Stratanovich-Kalman-Bucy filtering algorithm 2 Wiener filtering theory 2 absorption of information 2 algorithmic trading 2 bid - ask spreads 2 capital inflow 2 capital outflow 2 carry trade strategy 2 currencies exchange rate 2 diffusion of information 2 econometrics 2 econophysics 2 financial liquidity 2 foreign currencies exchange market micro structure 2 foreign currencies exchange rate dynamics 2 global capital market 2 global foreign exchange market 2 information theory 2 informed trading 2 interdealer trade orders flow direction 2 interest rate 2 liquidity aggregator 2 noise trading 2 nonlinearities 2 particle filter 2 price discovery process 2 processing frequency 2 retail aggregator 2 stop-loss order 2 transmission of information 2 ultra high frequency electronic trading 2 vehicle currency 2
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Language
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Undetermined 2
Author
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Ledenyov, Dimitri O. 2 Ledenyov, Viktor O. 2
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2
Source
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RePEc 2
Showing 1 - 2 of 2
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On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011110289
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Cover Image
On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014
In the Schumpeterian creative disruption age, the authors firmly believe that an increasing application of electronic technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency electronic trading in the foreign currencies exchange...
Persistent link: https://www.econbiz.de/10011156962
Saved in:
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