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An empirical analysis of order dynamics in a high-frequency trading environment

Breuer, Arne - 2013

Persistent link: https://www.econbiz.de/10009685749

Algorithmic setups for trading popular U.S. ETFs

Cohen, Gil - In: Cogent economics & finance 8 (2020) 1, pp. 1-9

In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six popular ETFs for the period of the last 20 years. We use the original setups of those oscillators and also other setups or oscillators combinations in order to achieve the best...

Persistent link: https://www.econbiz.de/10012219474

A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading

Dunis, Christian; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71

Persistent link: https://www.econbiz.de/10009751808

Moore's law versus Murphy's law : algorithmic trading and its discontents

Kirilenko, Andrei; Lo, Andrew W. - In: The journal of economic perspectives : EP ; a journal … 27 (2013) 2, pp. 51-72

Persistent link: https://www.econbiz.de/10009761174

The trading profits of SOES bandits

Harris, Jeffrey H. - In: Journal of financial economics 50 (1998) 1, pp. 39-62

Persistent link: https://www.econbiz.de/10001246650

Odd-eighth avoidance as a defense against SOES bandits

Kandel, Eugene - In: Journal of financial economics 51 (1999) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10001252426

The flash crash : a review

Akansu, Ali N. - In: Journal of capital markets studies 1 (2017) 1, pp. 89-100

Purpose - The purpose of this paper is to present an overview of the flash crash, and explain why and how it happened. Design/methodology/approach - The author summarizes several studies suggesting various perspectives on the flash crash and its causes. Furthermore, the author highlights...

Persistent link: https://www.econbiz.de/10012063522

High-frequency trading and its role in fragmented markets

Haferkorn, Martin - In: High-frequency trading in fragmented European equity …, (pp. 153-188). 2017

Persistent link: https://www.econbiz.de/10012025103

Should ECNs be SOES-able?

Mizrach, Bruce Marshall; Zhang, Yijie - 2000 - Preliminary

Persistent link: https://www.econbiz.de/10011577045

High-frequency traders : a review of the challenges in registering them as dealers

Fitterman, Mark; Sandoval, Ignacio - In: The journal of investment compliance 15 (2014) 3, pp. 3-9

Persistent link: https://www.econbiz.de/10010428126

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