Low-latency trading
J Hasbrouck, G Saar - Journal of Financial Markets, 2013 - Elsevier
We define low-latency activity as strategies that respond to market events in the millisecond
environment, the hallmark of proprietary trading by high-frequency traders though it could …
environment, the hallmark of proprietary trading by high-frequency traders though it could …
Prediction based–high frequency trading on financial time series
J Levendovszky, F Kia - Periodica Polytechnica Electrical Engineering …, 2012 - pp.bme.hu
In this paper we investigate prediction based trading on financial time series assuming
general AR (J) models. A suitable nonlinear estimator for predicting the future values will be …
general AR (J) models. A suitable nonlinear estimator for predicting the future values will be …
Algoritmisk aktiehandel med marknadsanalys via Reddit och Yahoo Finance
E Enberg, A Hagvall, W Sköld, A Söderholm… - 2021 - odr.chalmers.se
Algorithmic trading is becoming increasingly common in today's digital society. We aim to
investigate if algorithmic trading in combination with web scraping can yield a higher return …
investigate if algorithmic trading in combination with web scraping can yield a higher return …
[CITATION][C] Developing a fully automated algo-trading system
KF Kia, L János - 2016 - Budapest University of Technology …