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An introduction to algorithmic...
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Kalev, Petko S.
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11
Speed traps : algorithmic trader performance under alternative market structures
Peng, Yan
;
Shachat, Jason M.
;
Wei, Lijia
;
Zhang, S. Sarah
-
2020
Persistent link: https://www.econbiz.de/10012419234
Saved in:
12
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:
13
The life of U's : order revisions on NASDAQ
Nikolsko-Rzhevska, Olena
;
Nikolsko-Rzhevskyy, Alex
; …
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012221081
Saved in:
14
Automated trading systems' evaluation using d-Backtest PS method and WM ranking in financial markets
Vezeris, Dimitrios
;
Kyrgos, Themistoklis
;
Karkanis, Ioannis
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012303136
Saved in:
15
Unregulated algorithmic trading : testing the boundaries of the European Union algorithmic trading regime
Pereira, Clara Martins
- In:
Journal of financial regulation
6
(
2020
)
2
,
pp. 270-305
Persistent link: https://www.econbiz.de/10012316744
Saved in:
16
Information or noise : what does algorithmic trading incorporate into the stock prices?
Zhou, Hao
;
Elliott, Robert J.
;
Kalev, Petko S.
- In:
International review of financial analysis
63
(
2019
),
pp. 27-39
Persistent link: https://www.econbiz.de/10012207365
Saved in:
17
Human vs. machine : disposition effect among algorithmic and human day-traders
Liaudinskas, Karolis
-
2019
Persistent link: https://www.econbiz.de/10012207505
Saved in:
18
A comparison among Reinforcement Learning algorithms in financial trading systems
Corazza, Marco
;
Fasano, Giovanni
;
Gusso, Riccardo
; …
-
2019
Persistent link: https://www.econbiz.de/10012197155
Saved in:
19
Big data algorithmic trading systems based on investors' mood
Martínez, Raúl Gómez
;
Prado Román, Miguel
;
Casado, …
- In:
The journal of behavioral finance : a publication of …
20
(
2019
)
2
,
pp. 227-238
Persistent link: https://www.econbiz.de/10012180505
Saved in:
20
The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets
Moriyasu, Hiroshi
;
Wee, Marvin
;
Yu, Jing
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10012117677
Saved in:
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