Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 21 for “"Algorithmic trading"”.
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Algorithmic Trading
… In diesem Kontext beschreibt der Begriff Algorithmic Trading ein Phänomen, bei dem Computerprogramme den Menschen im Wertpapierhandel ersetzen. Sie helfen dabei Investmententscheidungen zu treffen oder Transaktionen durchzuführen. Algorithmic Trading selbst ist dabei nur eine unter vielen …
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A thesis on algorithmic trading
Algorithmic trading is one of the most phenomenal changes in the financial industry in the past decade. While the impacts are significant, the microstructure of algorithmic trading remains unknown.By using Diff-in-Diff analysis, this paper shows that for low price securities, algorithmic trading …
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Gamma Squeeze : web interface for algorithmic trading
… for a company engaged in multi-exchange trading. By addressing the challenges of managing numerous sub-accounts and the associated browser inefficiencies during volatile market conditions, the initiative introduces a dynamic web interface. Hosted on AWS, this solution centralizes critical …
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Algoritminė prekyba naudojant „prekyba poromis“ /
Algorithmic Trading using Pairs Training Pairs trading is a market neutral trading strategy that matches long position with short position in a pair of highly correlated two stocks. This is when we buy a share A when its value is very low (long position) and sell a share B when its value is too …
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Statistical arbitrage in South African financial markets
… of the application of co-integration in a pairs trading strategy to identify mean reverting spreads. The strategy is implemented with an algorithmic trading setup that models the spread in a state-space form...
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A generic optimisation framework for reinforcement learning in the foreign exchange market
The application of algorithmic trading in financial markets has grown considerably in recent years, with deep reinforcement learning emerging as a prominent technique for developing autonomous trading agents. The success of such agents is, however, often hindered by the non-stationary nature of …
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Market making in dry waters : reinforcement learning strategies for market making in illiquid markets
… understanding market conditions when deploying algorithmic trading strategies.
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STOCHASTIC MODELING OF LIMIT ORDER BOOKS: CONVERGENCE OF THE PRICE PROCESS, SIMULATION AND APPLICATIONS
… to capture specific properties of the underlying trading mechanism, making LOB modeling a trending topic in the quantitative and investment finance literature for the past few years. Some of the most important objectives for which a LOB model is designed are to provide algorithmic trading …
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A time and frequency domain analysis of contrarian trading strategies/
… and the development of liquidity providing algorithmic trading strategies acted to narrow spreads and reduce transaction costs. Increasing the focus of our analytical lens to the intraday level we find that, over the past two decades, market making profitability has been higher and …
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Topics in Market Microstructure
The increase in trading volume raised concerns about the impact of algorithmic trading, which includes high frequency trading (HFT), on price discovery process and volatility. First chapter considers the regulatory debate concerning HFT which led the European Commission to suggest implementing a …
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Investigate and Analyze the Impact of Electronification in Fixed Income Bond Markets and Equity Stock Markets via ARIES Framework
Electronic trading continues to increase and evolve within and across financial markets globally. This growth is primarily driven by market participants searching for greater transparencies, operational efficiencies, and regulatory compliant trading solutions. Following tremendous growth in the …
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Sequential Modelling and Inference of High-frequency Limit Order Book with State-space Models and Monte Carlo Algorithms
… and the academia as a result of expanding algorithmic trading. However, the massive data throughput and the inherent complexity of high-frequency market dynamics also present challenges to some classic statistical modelling approaches. By adopting powerful state-space models from the field …
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Modelling spot prices, risk management, and investment strategies for the energy markets
… tracking problem is addressed by applying equity algorithmic trading using two innovative Evolutionary Algorithms (EAs), aiming to replicate the performance of a direct energy commodity investment which is proxied by the constructed spot energy index. The empirical evidence in this thesis shows …
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Structured Online Learning with Full and Bandit Information
… robot exploration, online advertising, and algorithmic trading. In such applications, users often have high expectations of the algorithm such as immediately showing relevant recommendations, quickly administering effective treatments, or performing profitable trades in fractions of a …
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Trading Dynamics in a Fragmented Market
… recent regulatory and technological changes on trading</p> <p>dynamics. Advances in communication and computing technologies have made millisecond</p> <p>latencies as the new trading standard and have resulted in a new era of automated trading. The</p> <p>introduction of Reg-NMS (Regulation …
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Three essays on commodity markets
… share of price discovery is mainly related to trading volume and time to expiration in both markets. In the corn market, the price discovery share between nearby and deferred contracts is also related to inverse carrying charges, crop year differences, USDA announcements, market crashes, and …
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Subspace methods for portfolio design
Financial signal processing (FSP) is one of the emerging areas in the field of signal processing. It is comprised of mathematical finance and signal processing. Signal processing engineers consider speech, image, video, and price of a stock as signals of interest for the given application. The …
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Three essays in asset pricing
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-11-11 without embargo terms
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Algoritmizace pro podporu rozhodování
Táto práca sa zameriava na pochopenie investičných stratégií pri obchodovaní na kryptomenových trhoch a vďaka vlastnému algoritmu vytvoriť automatizovaný program pre podporu rozhodovania. Pre nasadenie a tvorbu algoritmu je použitá platforma MetaTrader5, ktorá využíva programovací jazyk MQL5. Pre …
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