This paper describes cash equity markets in Germany and their evolution against the background of technological and regulatory transformation. The development of these secondary markets in the largest economy in Europe is first briefly outlined from a historical perspective. This serves as the...

In this work, I study the impact of high-frequency trading (HFT) on price discovery and volatility in the Bund futures market. Using a new dataset based on microseconds, the focus of the study is on the reaction of high-frequency traders (HFTs) to major macroeconomic news events. I show that...

This paper describes cash equity markets in Germany and their evolution against the background of technological and regulatory transformation. The development of these secondary markets in the largest economy in Europe is first briefly outlined from a historical perspective. This serves as the...

This paper presents a view over recent developments in the underlying infrastructure of the financial system, more specifically electronic trading and how computers have taken over classic trading mechanisms. While some of the benefits are easy to agree upon, evidence shows that technical...

Remarks at the 2015 Primary Dealer Meeting, New York City.

Целью статьи является определение особенностей, основных принципов использования электронной коммерции и выяснение способов развития электронной торговли в...

Machine generated contents note: Preface ix CHAPTER 1 The Basics of Algorithmic Trading 1 CHAPTER 2 Factor Models 27 CHAPTER 3 Time-Series Analysis 59 CHAPTER 4 Artificial Intelligence Techniques 83 CHAPTER 5 Options Strategies 119 CHAPTER 6 Intraday Trading and Market Microstructure 159 CHAPTER...

В работе на основании классической модели Селопа выполнено моделирование трансакционных издержек потребителей в электронной торговле для разных категорий...

"The accessible, beneficial guide to developing algorithmic trading solutions The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading...