this finding is that the introduction of electronic brokers allowed more trading options. Furthermore, we document … differences in trading styles among the four dealers, especially how they actually control their inventories. …

Several trading rules are analyzed using all daily returns on every Ibex future contracts, since market data from MEFF …. Results show that if the investor follows the analyzed trading strategies, he or she will get a better return than the index … these trading strategies. In a formal test, signals from these rules are included in an OLS model trying to explain daily …

this finding is that the introduction of electronic brokers allowed more trading options. Furthermore, we document … differences in trading styles among the four dealers, especially how they actually control their inventories. …

benchmark. We also find that quoted spreads and price impact increase following the window lengthening, with HFTs trading more …

profitability of trading strategies devised upon machine learning techniques (e.g., linear models, random forests, and support … validation and test periods. The classification and regression methods use attributes from trading and network activity for the … out of 18 individual models have success rates of less than 50%. The trading strategies are built on model assembling. The …