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Optimizing algorithmic strategies for trading Bitcoin
Cohen, Gil - In: Computational economics 57 (2021) 2, pp. 639-654
Persistent link: https://www.econbiz.de/10012486947
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Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
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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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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
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Insider trading and the algorithmic trading environment
Chang, Millicent; Gould, John; Huang, Yuyun; Sirimon … - In: International review of finance : the official journal … 22 (2022) 4, pp. 725-750
Persistent link: https://www.econbiz.de/10013472711
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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Analysis of binary trading patterns in Xetra
Maurer, Kai-Oliver; Schäfer, Carsten - In: The journal of trading 6 (2011) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10008900895
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Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian - In: Applied mathematical finance 20 (2013) 5/6, pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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Do algorithmic traders improve liquidity when information asymmetry is high?
Jain, Archana; Jain, Chinmay; Khanapure, Revansiddha … - In: The quarterly journal of finance 11 (2021) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10012649846