Algorithmic Trading

被引:46
|
作者
Nuti, Giuseppe [1 ]
Mirghaemi, Mahnoosh [1 ]
Treleaven, Philip [1 ]
Yingsaeree, Chaiyakorn [1 ]
机构
[1] UK Ctr Financial Comp, London, England
关键词
Algorithmic trading; Black-box trading; Electronic trading; Smart order routing;
D O I
10.1109/MC.2011.31
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Traders increasingly use automated systems for one or more stages of the trading process, yet the secrecy and complexity of the algorithms prompt providing an overview of how these systems work.
引用
下载
收藏
页码:61 / 69
页数:9
相关论文
共 50 条
  • [1] Algorithmic trading
    Bates, John
    DR DOBBS JOURNAL, 2007, 32 (04): : 18 - +
  • [2] Optimal trading trajectories for algorithmic trading
    Tucci, Gabriel H.
    Vega, M. Valentina
    JOURNAL OF INVESTMENT STRATEGIES, 2016, 5 (02): : 57 - 74
  • [3] Insider trading and the algorithmic trading environment
    Chang, Millicent
    Gould, John
    Huang, Yuyun
    Treepongkaruna, Sirimon
    Yang, Joey Wenling
    INTERNATIONAL REVIEW OF FINANCE, 2022, 22 (04) : 725 - 750
  • [4] Detection of algorithmic trading
    Bogoev, Dimitar
    Karam, Arze
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 484 : 168 - 181
  • [5] Algorithmic Trading Review
    Treleaven, Philip
    Galas, Michal
    Lalchand, Vidhi
    COMMUNICATIONS OF THE ACM, 2013, 56 (11) : 76 - 85
  • [6] Universal algorithmic trading
    V'yugin, Vladimir V.
    Trunov, Vladimir G.
    JOURNAL OF INVESTMENT STRATEGIES, 2012, 2 (01): : 63 - 88
  • [7] Algorithmic Trading: A Primer
    Palmer, Max
    JOURNAL OF TRADING, 2009, 4 (03): : 30 - 35
  • [8] Algorithmic Trading System
    Vaikole, Shubhangi
    Changare, Yash
    JOURNAL OF ALGEBRAIC STATISTICS, 2022, 13 (02) : 1805 - 1810
  • [9] Algorithmic Trading Systems
    Gruver, William A.
    IEEE 13TH INTERNATIONAL SYMPOSIUM ON INTELLIGENT SYSTEMS AND INFORMATICS (SISY), 2015, : 17 - 17
  • [10] ALGORITHMIC TRADING WITH LEARNING
    Cartea, Alvaro
    Jaimungal, Sebastian
    Kinzebulatov, Damir
    INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2016, 19 (04)