Search Results - subject:"low latency"

What (if anything) is wrong with high-frequency trading?

Mildenberger, Carl D. - In: Journal of business ethics : JBE 186 (2023) 2, pp. 369-383

practice. In concrete terms, it examines a variant of high-frequency trading that is all about speed - low-latency trading - in … light of moral issues surrounding arbitrage, information asymmetries, and systemic risk. The essay focuses on low-latency … is morally neutral is wrong. For instance, speed is a necessary condition for low-latency trading's potential to cause …

Persistent link: https://www.econbiz.de/10014321612

Smart city platform adoption for C-V2X services

Basaure, Arturo; Benseny, Jaume - 2020

Successful adoption of urban cellular vehicle-to-everything (C-V2X) services by consumers requires high-density network coverage and a diverse and vibrant community of service providers. This work analyses the economic and technological requirements for a successful smart city platform adoption...

Persistent link: https://www.econbiz.de/10012291460

Smart city platform adoption for C-V2X services

Basaure, Arturo; Benseny, Jaume - 2020

Persistent link: https://www.econbiz.de/10012484191

Risk and Return in High-Frequency Trading

Baron, Matthew - 2018

We study performance and competition among high-frequency traders (HFTs). We construct measures of latency and find that differences in relative latency account for large differences in HFTs' trading performance. HFTs that improve their latency rank due to colocation upgrades see improved...

Persistent link: https://www.econbiz.de/10012937984

Efficient Architectures for Low Latency and High Throughput Trading Systems on the JVM

LIXANDRU, Alexandru - In: Informatica Economica 17 (2013) 3, pp. 60-74

The motivation for our research starts from the common belief that the Java platform is not suitable for implementing ultra-high performance applications. Java is one of the most widely used software development platform in the world, and it provides the means for rapid development of robust and...

Persistent link: https://www.econbiz.de/10011145566

Algorithmic Trading : Analyse von computergesteuerten Prozessen im Wertpapierhandel unter Verwendung der Multifaktorenregression

Gomolka, Johannes - 2011

Die Elektronisierung der Finanzmärkte ist in den letzten Jahren weit vorangeschritten. Praktisch jede Börse verfügt über ein elektronisches Handelssystem. In diesem Kontext beschreibt der Begriff Algorithmic Trading ein Phänomen, bei dem Computerprogramme den Menschen im Wertpapierhandel...

Persistent link: https://www.econbiz.de/10009449077

Discrete-valued Levy processes and low latency financial econometrics

Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, Neil - Economics Group, Nuffield College, University of Oxford - 2010

Motivated by features of low latency data in finance we study in detail discrete-valued Levy processes as the basis of … processes. We apply these models in practice to low latency data for a variety of different types of futures contracts. …

Persistent link: https://www.econbiz.de/10008643682

Integer-valued Lévy processes and low latency financial econometrics

Barndorff-Nielsen, Ole E.; Pollard, David G.; Shephard, Neil - School of Economics and Management, University of Aarhus - 2010

Motivated by features of low latency data in financial econometrics we study in detail integervalued Lévy processes as … subordinators. We apply these models in practice to low latency data for a variety of different types of futures contracts. …

Persistent link: https://www.econbiz.de/10008677231

Discrete-valued Levy processes and low latency financial econometrics

Shephard, Neil; Pollard, David G.; Barndorff-Nielsen, Ole E. - Department of Economics, Oxford University - 2010

Persistent link: https://www.econbiz.de/10008462339