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ECONIS (ZBW)
2,342
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1
Analysis of stochastic technical trading algorithms
Höchstötter, Markus
;
Safarian, Mher M.
;
Krumetsadik, Anna
-
2016
Brodsky-Darkovsky
algorithm
as trading strategies involving only mutually exclusive long positions in cash and the DAX at …
Persistent link: https://www.econbiz.de/10011483715
Saved in:
2
Optimizing algorithmic strategies for trading Bitcoin
Cohen, Gil
- In:
Computational economics
57
(
2021
)
2
,
pp. 639-654
Persistent link: https://www.econbiz.de/10012486947
Saved in:
3
Modelling optimal execution strategies for algorithmic trading
Damian, Virgil
- In:
Theoretical and applied economics : GAER review
22
(
2015
)
4
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011559331
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4
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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5
Auctions in exchange trading systems : modeling techniques and algorithms
Müller, Johannes Christian
-
2014
-
1. Aufl
Persistent link: https://www.econbiz.de/10010459284
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6
Factor-based portfolio optimization
Auh, Jun Kyung
;
Cho, Wonho
- In:
Economics letters
228
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
Saved in:
7
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
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8
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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9
Optimal portfolio selection with volatility information for a high frequency rebalancing
algorithm
Bağcı, Mahmut
;
Soylu, Pınar Kaya
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-28
We propose a high-frequency rebalancing
algorithm
(HFRA) and compare its performance with periodic rebalancing (PR) and …
Persistent link: https://www.econbiz.de/10014541693
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10
Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?
Manahov, Viktor
- In:
The financial review : the official publication of the …
51
(
2016
)
3
,
pp. 363-402
Persistent link: https://www.econbiz.de/10011550911
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