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Price (VWAP), and Moving Average Convergence/Divergence (MACD) Relative Strength Index (RSI), Exponential Moving Average … (EMA), Volume-Weighted Average Price (VWAP), and Moving Average Convergence/Divergence (MACD) to create and develop a …
Persistent link: https://www.econbiz.de/10015071775
We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions ("market...
Persistent link: https://www.econbiz.de/10009299593
We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions ('market...
Persistent link: https://www.econbiz.de/10010281495
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Persistent link: https://www.econbiz.de/10013555694
Among innovative technologies, Artificial Intelligence (AI) is often avouched as the game changerin the provision of financial services. In this regard, the algorithmic trading domain is no exception.The impact of AI in the industry is a catalyst for transformation in the operations and the...
Persistent link: https://www.econbiz.de/10014238860
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Robo-advisors are novel tools in financial markets that provide investors with low-cost financial advice, usually based on individual characteristics like risk attitudes. In a portfolio choice experiment running over 10 weeks, we study how much investors benefit from robo advice. We also study...
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