Relevant bibliographies by topics / High frequency trading

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'High frequency trading'

Author: Grafiati
Published: 4 June 2021
Last updated: 24 January 2023

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'High frequency trading.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "High frequency trading"

1

Rebonato, Riccardo. "High-frequency Trading." Quantitative Finance 15, no. 8 (July 9, 2015): 1267–71. http://dx.doi.org/10.1080/14697688.2015.1050869.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Chordia, Tarun, Amit Goyal, Bruce N. Lehmann, and Gideon Saar. "High-frequency trading." Journal of Financial Markets 16, no. 4 (November 2013): 637–45. http://dx.doi.org/10.1016/j.finmar.2013.06.004.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lattemann, Christoph, Peter Loos, Johannes Gomolka, Hans-Peter Burghof, Arne Breuer, Peter Gomber, Michael Krogmann, et al. "High Frequency Trading." WIRTSCHAFTSINFORMATIK 54, no. 2 (March 2, 2012): 91–101. http://dx.doi.org/10.1007/s11576-012-0311-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Gomber, Peter, and Martin Haferkorn. "High-Frequency-Trading." WIRTSCHAFTSINFORMATIK 55, no. 2 (February 20, 2013): 99–102. http://dx.doi.org/10.1007/s11576-013-0355-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Lattemann, Christoph, Peter Loos, Johannes Gomolka, Hans-Peter Burghof, Arne Breuer, Peter Gomber, Michael Krogmann, et al. "High Frequency Trading." Business & Information Systems Engineering 4, no. 2 (March 6, 2012): 93–108. http://dx.doi.org/10.1007/s12599-012-0205-9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Gomber, Peter, and Martin Haferkorn. "High-Frequency-Trading." Business & Information Systems Engineering 5, no. 2 (February 26, 2013): 97–99. http://dx.doi.org/10.1007/s12599-013-0255-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Patil, Mr Mihir Rajan. "Algorithmic Trading & High Frequency Trading." International Journal for Research in Applied Science and Engineering Technology 7, no. 6 (June 30, 2019): 1640–42. http://dx.doi.org/10.22214/ijraset.2019.6275.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Li, Kun, Rick Cooper, and Ben Van Vliet. "How Does High-Frequency Trading Affect Low-Frequency Trading?" Journal of Behavioral Finance 19, no. 2 (November 7, 2017): 235–48. http://dx.doi.org/10.1080/15427560.2017.1376669.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Brogaard, Jonathan, and Corey Garriott. "High-Frequency Trading Competition." Journal of Financial and Quantitative Analysis 54, no. 4 (September 19, 2018): 1469–97. http://dx.doi.org/10.1017/s0022109018001175.

Full text
Abstract:
Theory on high-frequency traders (HFTs) predicts that market liquidity for a security decreases in the number of HFTs trading the security. We test this prediction by studying a new Canadian stock exchange, Alpha, that experienced the entry of 11 HFTs over 4 years. We find that bid–ask spreads on Alpha converge to those at the Toronto Stock Exchange as more HFTs trade on Alpha. Effective and realized spreads for non-HFTs improve as HFTs enter the market. To explain the contrast with theory, which models the HFT as a price competitor, we provide evidence more consistent with HFTs fitting a quantity-competitor framework.
APA, Harvard, Vancouver, ISO, and other styles
10

Quelhas, José Manuel. "High-frequency trading (HFT)." Boletim de Ciências Económicas 58 (2015): 369–400. http://dx.doi.org/10.14195/0870-4260_58_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "High frequency trading"

1

Garoosi, Shahab. "Trading algorithms for high-frequency currency trading." Thesis, Umeå universitet, Institutionen för fysik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-146315.

Full text
Abstract:
This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that support vector machine predicted future returns better than neural network and linear regression. Principal component analysis and data smoothing combined with the local outlier factor further improved the performance of the trading algorithm. However, the ensemble of the top performed predictor performed below the individual predictors. Also, the use of different error estimates showed the criticality of mean arctangent absolute percentage error over mean absolute error and over mean squared error for profitability. For obtaining sensible results in a transaction costless setting, adopting risk adjusted leverage proved necessary. Otherwise, the profit-maximizing leverage surpassed the risk adjusted in a spread setting.
APA, Harvard, Vancouver, ISO, and other styles
2

Henrikson, Fredrik. "Characteristics of high-frequency trading." Thesis, KTH, Matematik (Inst.), 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-35523.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Infantino, Leandro Rafael, and Savion Itzhaki. "Developing high-frequency equities trading models." Thesis, Massachusetts Institute of Technology, 2010. http://hdl.handle.net/1721.1/59122.

Full text
Abstract:
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 59).
The purpose of this paper is to show evidence that there are opportunities to generate alpha in the high frequency environment of the US equity market, using Principal Component Analysis (PCA hereafter) as a basis for short term valuation and market movements prediction. The time frame of trades and holding periods we are analyzing oscillate between one second to as high as 5 minutes approximately. We particularly believe that this time space offers opportunities to generate alpha, given that most of the known quantitative trading strategies are implemented in two different types of time frames: either on the statistical arbitrage typical type of time frames (with valuation horizons and trading periods in the order of days or weeks to maybe even months), or in the purely high frequency environment (with time frames on the order of the milliseconds). On the latter strategies, there is really not much intention to realize equity valuations, but rather to benefit from high frequency market making, which involves not only seeking to earn profit from receiving the bid/ask spread, but also from the transaction rebates offered by the numerous exchanges to those who provide liquidity. We believe that there are more opportunities to capture existing inefficiencies in this arena, and we show how with very simple mathematical and predictive tools, those inefficiencies can be identified and potentially exploited to generate excess returns. The paper describes our underlying intuition about the model we use, which is based on the results of short term PCA's on equity returns, and shows how these results can predict short term future cumulative returns. We randomly selected 50 of the most liquid equities in the S&P 500 index to test our results.
by Leandro Rafael Infantino [and] Savion Itzhaki.
M.B.A.
APA, Harvard, Vancouver, ISO, and other styles
4

Hanson, Thomas Alan. "Real Effects of High Frequency Trading." Kent State University / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=kent1405290552.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Mihailovs, Timurs. "Automated high-frequency foreign exchange trading." Thesis, Imperial College London, 2008. http://hdl.handle.net/10044/1/11488.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Suvorin, Vadim, and Dmytro Sheludchenko. "Optimization importance in high-frequency algorithmic trading." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-14645.

Full text
Abstract:
The thesis offers a framework for trading algorithm optimization and tests statistical and economical significance of its performance on American, Swedish and Russian futures markets. The results provide strong support for proposed method, as using the presented ideas one can build an intraday trading algorithm that outperforms the market in long term.
APA, Harvard, Vancouver, ISO, and other styles
7

Adamu, Adamu. "Evolutionary computation for high frequency trading systems." Thesis, University of Essex, 2011. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.537917.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Sagade, Satchit. "Algorithmic and high-frequency trading in UK equities." Thesis, University of Reading, 2013. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.590124.

Full text
Abstract:
This thesis investigates the impact of technological and regulatory changes on UK equity market microstructure, and the implications of these changes for policy makers, regulators and market participants. In the first analysis, we model the execution performance of two popular volume participation algorithms. We compare the in-sample fit and out-of-sample predictive ability of two alternative models of execution costs, and find that the non-linear model provides a better fit than the linear model. We also examine the relative importance of different order-specific, stock-specific and market-specific variables in explaining the execution performance of these algorithms. We show that execution risk for volume participation algorithms comprises not just price risk, but also risk due to uncertain trading volumes. The growth in high·frequency trading has been one of the most significant developments in the equity trading landscape, and following a number of market mishaps; has also caught the attention of regulators. In the second analysis, we examine the intraday behavior of high-frequency traders and their impact on market quality. We first observe that high-frequency trading strategies differ significantly from each other in terms of the level of liquidity provision. We next explore the impact of different high-frequency trading strategies on price discovery and temporary- deviations from equilibrium values (noise). We find that all high-frequency traders have a larger contribution towards price discovery m iv ABSTRACT and noise than other traders in the market, thereby amplifying both the beneficial and detrimental components of price volatility. Finally, in the last analysis, we revisit issues related to the liquidity characteristics of limit order markets after Market in Financial Instruments Directive was operationalised in the European Union. We find that the top of the London Stock Exchange's limit order book is extremely thin, and the slope of the limit order book is steep near the top. We further observe that the limit order book contains significant information about future short-term price changes, especially for the less liquid stocks, and this information has economic value in an algorithmic trading environment.
APA, Harvard, Vancouver, ISO, and other styles
9

Xiao, Xiangguang. "High frequency trading system design and process management." Thesis, Massachusetts Institute of Technology, 2009. http://hdl.handle.net/1721.1/55249.

Full text
Abstract:
Thesis (S.M.)--Massachusetts Institute of Technology, System Design and Management Program, 2009.
Cataloged from PDF version of thesis.
Includes bibliographical references (p. 78-79).
Trading firms nowadays are highly reliant on data mining, computer modeling and software development. Financial analysts perform many similar tasks to those in software and manufacturing industries. However, the finance industry has not yet fully adopted high-standard systems engineering frameworks and process management approaches that have been successful in the software and manufacturing industries. Many of the traditional methodologies for product design, quality control, systematic innovation, and continuous improvement found in engineering disciplines can be applied to the finance field. This thesis shows how the knowledge acquired from engineering disciplines can improve the design and processes management of high frequency trading systems. High frequency trading systems are computation-based. These systems are automatic or semi-automatic software systems that are inherently complex and require a high degree of design precision. The design of a high frequency trading system links multiple fields, including quantitative finance, system design and software engineering. In the finance industry, where mathematical theories and trading models are relatively well researched, the ability to implement these designs in real trading practices is one of the key elements of an investment firm's competitiveness. The capability of converting investment ideas into high performance trading systems effectively and efficiently can give an investment firm a huge competitive advantage.
(cont.) This thesis provides a detailed study composed of high frequency trading system design, system modeling and principles, and processes management for system development. Particular emphasis is given to backtesting and optimization, which are considered the most important parts in building a trading system. This research builds system engineering models that guide the development process. It also uses experimental trading systems to verify and validate principles addressed in this thesis. Finally, this thesis concludes that systems engineering principles and frameworks can be the key to success for implementing high frequency trading or quantitative investment systems.
by Xiangguang Xiao.
S.M.
APA, Harvard, Vancouver, ISO, and other styles
10

Saliba, Pamela. "High-frequency trading : statistical analysis, modelling and regulation." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLX044.

Full text
Abstract:
Cette thèse est constituée de deux parties liées l’une à l’autre. Dans la première, nous étudions empiriquement le comportement des traders haute fréquence sur les marchés financiers européens. Nous utilisons les résultats obtenus afin de construire dans la seconde partie de nouveaux modèles multi-agents. L’objectif principal de ces modèles est de fournir aux régulateurs et plateformes de négociation des outils innovants leur permettant de mettre en place des règles pertinentes pour la microstructure et de quantifier l’impact des divers participants sur la qualité du marché.Dans la première partie, nous effectuons deux études empiriques sur des données uniques fournies par le régulateur français. Nous avons accès à l’ensemble des ordres et transactions des actifs du CAC 40, à l’échelle de la microseconde, avec par ailleurs les identités des acteurs impliqués. Nous commençons par comparer le comportement des traders haute fréquence à celui des autres intervenants, notamment pendant les périodes de stress, en termes de provision de liquidité et d’activité de négociation. Nous approfondissons ensuite notre analyse en nous focalisant sur les ordres consommant la liquidité. Nous étudions leur impact sur le processus de formation des prix et leur contenu informationnel selon les différentes catégories de flux : traders haute fréquence, participants agissant pour compte client et participants agissant pour compte propre.Dans la seconde partie, nous proposons trois modèles multi-agents. À l’aide d’une approche à la Glosten-Milgrom, nous parvenons avec notre premier modèle à construire l’ensemble du carnet d’ordres (spread et volume disponible à chaque prix) à partir des interactions entre trois types d’agents : un agent informé, un agent non informé et des teneurs de marché. Ce modèle nous permet par ailleurs de développer une méthodologie de prédiction du spread en cas de modification du pas de cotation et de quantifier la valeur de la priorité dans la file d’attente. Afin de se concentrer sur une échelle individuelle, nous proposons une deuxième approche où les dynamiques spécifiques des agents sont modélisées par des processus de type Hawkes non linéaires et dépendants de l’état du carnet d’ordres. Dans ce cadre, nous sommes en mesure de calculer en fonction des flux individuels plusieurs indicateurs pertinents relatifs à la microstructure. Il est notamment possible de classer les teneurs de marché selon leur contribution propre à la volatilité. Enfin, nous introduisons un modèle où les fournisseurs de liquidité optimisent leurs meilleurs prix à l’achat et à la vente en fonction du profit qu’ils peuvent générer et du risque d’inventaire auquel ils sont confrontés. Nous mettons alors en évidence théoriquement et empiriquement une nouvelle relation importante entre inventaire et volatilité
This thesis is made of two related parts. In the first one, we study the empirical behaviour of high-frequency traders on European financial markets. We use the obtained results to build in the second part new agent-based models for market dynamics. The main purpose of these models is to provide innovative tools for regulators and exchanges allowing them to design suitable rules at the microstructure level and to assess the impact of the various participants on market quality.In the first part, we conduct two empirical studies on unique data sets provided by the French regulator. It covers the trades and orders of the CAC 40 securities, with microseconds accuracy and labelled by the market participants identities. We begin by investigating the behaviour of high-frequency traders compared to the rest of the market, notably during periods of stress, in terms of liquidity provision and trading activity. We work both at the day-to-day scale and at the intra-day level. We then deepen our analysis by focusing on liquidity consuming orders. We give some evidence concerning their impact on the price formation process and their information content according to the different order flow categories: high-frequency traders, agency participants and proprietary participants.In the second part, we propose three different agent-based models. Using a Glosten-Milgrom type approach, the first model enables us to deduce the whole limit order book (bid-ask spread and volume available at each price) from the interactions between three kinds of agents: an informed trader, a noise trader and several market makers. It also allows us to build a spread forecasting methodology in case of a tick size change and to quantify the queue priority value. To work at the individual agent level, we propose a second approach where market participants specific dynamics are modelled by non-linear and state dependent Hawkes type processes. In this setting, we are able to compute several relevant microstructural indicators in terms of the individual flows. It is notably possible to rank market makers according to their own contribution to volatility. Finally, we introduce a model where market makers optimise their best bid and ask according to the profit they can generate from them and the inventory risk they face. We then establish theoretically and empirically a new important relationship between inventory and volatility
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "High frequency trading"

1

Aldridge, Irene, ed. High-Frequency Trading. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119203803.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

High-frequency trading models. Hoboken, N.J: John Wiley & Sons, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Ye, Gewei, ed. High-Frequency Trading Models. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201724.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Durbin, Michael. All about high-frequency trading. New York, NY: McGraw-Hill, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

All about high-frequency trading. New York, NY [u.a.]: McGraw-Hill, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

High-frequency trading: A practical guide to algorithmic strategies and trading system. Hoboken, N.J: Wiley, 2010.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Florescu, Ionut, Maria C. Mariani, H. Eugene Stanley, and Frederi G. Viens, eds. Handbook of High-Frequency Trading and Modeling in Finance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2016. http://dx.doi.org/10.1002/9781118593486.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Chaboud, Alain P. Trading activity and exchange rates in high-frequency EBS data. Washington, D.C: Federal Reserve Board, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

1971-, Lee Sang, ed. The high frequency game changer: How automated trading strategies have revolutionized the markets. Hoboken, N.J: John Wiley, 2011.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Banks, Erik. Dark pools: Off-exchange liquidity in an era of high frequency, program and algorithmic trading. 2nd ed. Houndmills, Basingstoke, Hampshire: Palgrave Macmillan, 2014.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Book chapters on the topic "High frequency trading"

1

Georgakopoulos, Harry. "High-Frequency Data." In Quantitative Trading with R, 177–97. New York: Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137437471_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Yeh, Chia-Hsuan, and Chun-Yi Yang. "Does High-Frequency Trading Matter?" In Complex Systems Modeling and Simulation in Economics and Finance, 71–90. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-99624-0_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Moosa, Imad A. "Bad Regulation: High-Frequency Trading." In Good Regulation, Bad Regulation, 168–91. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137447104_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Gatheral, Jim, Ari Burstein, Kevin Callahan, Charles-Albert Lehalle, Doreen Mogavero, Lawrence Ryan, and L. Smith Cameron. "High-Frequency Trading: Friend or Foe?" In The Quality of Our Financial Markets, 1–16. New York, NY: Springer New York, 2012. http://dx.doi.org/10.1007/978-1-4614-5592-9_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Francioni, Reto, and Peter Gomber. "High Frequency Trading: Market Structure Matters." In Equity Markets in Transition, 363–90. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-45848-9_13.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Escribano, Alvaro, and Roberto Pascual. "Asymmetries in bid and ask responses to innovations in the trading process." In High Frequency Financial Econometrics, 49–82. Heidelberg: Physica-Verlag HD, 2008. http://dx.doi.org/10.1007/978-3-7908-1992-2_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

"Trading Costs." In High-Frequency Trading, 75–96. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119203803.ch5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

"High-Frequency Data." In High-Frequency Trading, 53–74. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119203803.ch4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

"High-Frequency Trading." In Inside the Black Box, 265–77. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118662717.ch15.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Shabbir, Tayyeb. "High-Frequency Trading." In The Handbook of High Frequency Trading, 113–22. Elsevier, 2015. http://dx.doi.org/10.1016/b978-0-12-802205-4.00007-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "High frequency trading"

1

Leber, Christian, Benjamin Geib, and Heiner Litz. "High Frequency Trading Acceleration Using FPGAs." In 2011 International Conference on Field Programmable Logic and Applications (FPL). IEEE, 2011. http://dx.doi.org/10.1109/fpl.2011.64.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Acharya, Ajay, and Nandini S. Sidnal. "High Frequency Trading with Complex Event Processing." In 2016 IEEE 23rd International Conference on High Performance Computing Workshops (HiPCW). IEEE, 2016. http://dx.doi.org/10.1109/hipcw.2016.014.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Alves, Samara A., Wouter Caarls, and Priscila M. V. Lima. "Weightless Neural Network for High Frequency Trading." In 2018 International Joint Conference on Neural Networks (IJCNN). IEEE, 2018. http://dx.doi.org/10.1109/ijcnn.2018.8489445.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Fikri, Noussair, Mohamed Rida, Noureddine Abghour, Khalid Moussaid, and Amina El Omri. "BigData and regulation in high frequency trading." In the 2017 International Conference. New York, New York, USA: ACM Press, 2017. http://dx.doi.org/10.1145/3141128.3141134.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Brook, Matthew, Craig Sharp, Gary Ushaw, William Blewitt, and Graham Morgan. "Volatility Management of High Frequency Trading Environments." In 2013 IEEE 15th Conference on Business Informatics (CBI). IEEE, 2013. http://dx.doi.org/10.1109/cbi.2013.23.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Silva, Everton, Humberto Brandao, Douglas Castilho, and Adriano C. M. Pereira. "A binary ensemble classifier for high-frequency trading." In 2015 International Joint Conference on Neural Networks (IJCNN). IEEE, 2015. http://dx.doi.org/10.1109/ijcnn.2015.7280602.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Litz, Heiner, Christian Leber, and Benjamin Geib. "DSL programmable engine for high frequency trading acceleration." In the fourth workshop. New York, New York, USA: ACM Press, 2011. http://dx.doi.org/10.1145/2088256.2088268.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Zhou, Liyi, Kaihua Qin, Christof Ferreira Torres, Duc V. Le, and Arthur Gervais. "High-Frequency Trading on Decentralized On-Chain Exchanges." In 2021 IEEE Symposium on Security and Privacy (SP). IEEE, 2021. http://dx.doi.org/10.1109/sp40001.2021.00027.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Kohda, Shigeki, and Kenichi Yoshida. "Characteristics of High-Frequency Trading and Its Forecasts." In 2021 IEEE 45th Annual Computers, Software, and Applications Conference (COMPSAC). IEEE, 2021. http://dx.doi.org/10.1109/compsac51774.2021.00222.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Aloud, Monira, and Edward Tsang. "Modelling the trading behaviour in high-frequency markets." In 2011 3rd Computer Science and Electronic Engineering Conference (CEEC). IEEE, 2011. http://dx.doi.org/10.1109/ceec.2011.5995816.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "High frequency trading"

1

Aquilina, Matteo, Eric Budish, and Peter O'Neill. Quantifying the High-Frequency Trading "Arms Race". Cambridge, MA: National Bureau of Economic Research, July 2021. http://dx.doi.org/10.3386/w29011.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Linton, Oliver, and Soheil Mahmoodzadeh. Implications of high-frequency trading for security markets. The IFS, January 2018. http://dx.doi.org/10.1920/wp.cem.2018.0618.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bartlett, Robert, and Justin McCrary. Dark Trading at the Midpoint: Pricing Rules, Order Flow, and High Frequency Liquidity Provision. Cambridge, MA: National Bureau of Economic Research, June 2015. http://dx.doi.org/10.3386/w21286.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'High frequency trading' for particular source types:
Journal articles Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography