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Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets

Lee, JeongHoe; Sabbaghi, Navid - In: Digital finance : smart data analytics, investment … 2 (2020) 1/2, pp. 15-37

Persistent link: https://www.econbiz.de/10012284948

Algorithmic trading in the foreign exchange market

Bergsten, Maria; Sandahl, Johannes Forss - In: Sveriges Riksbank economic review (2013) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012168713

Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method

Vezeris, D. Th.; Schinas, C. J.; Kyrgos, Th. S.; … - In: Computational economics 56 (2020) 4, pp. 975-1054

Persistent link: https://www.econbiz.de/10012390502

A strongly polynomial algorithm for linear exchange markets

Garg, Jugal; Végh, László A. - In: Operations research 71 (2023) 2, pp. 487-505

Persistent link: https://www.econbiz.de/10014308607

Rise of the Machines : Algorithmic Trading in the Foreign Exchange Market

Chaboud, Alain - 2015

We study the impact of algorithmic trading in the foreign exchange market using a long time series of high-frequency data that specifically identifies computer-generated trading activity. Using both a reduced-form and a structural estimation, we find clear evidence that algorithmic trading...

Persistent link: https://www.econbiz.de/10013039263