Publikationsserver
Algorithmic and High-Frequency Trading Strategies: A Literature Review
The advances in computer and communication technologies have created new opportunities for improving, extending the application of or even developing new trading strategies. Transformations have been observed both at the level of investment decisions, as well as at the order execution layer. Thi...
Guardado en:
| Publicado en: | MAGKS - Joint Discussion Paper Series in Economics (Band 25-2016) |
|---|---|
| Autor principal: | |
| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
Philipps-Universität Marburg
2016
|
| Materias: | |
| Acceso en línea: | Texto Completo PDF |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| Sumario: | The advances in computer and communication technologies have
created new opportunities for improving, extending the application of or
even developing new trading strategies. Transformations have been observed
both at the level of investment decisions, as well as at the order execution
layer. This review paper describes how traditional market participants, such
as market-makers and order anticipators, have been reshaped and how new
trading techniques relying on ultra-low-latency competitive advantage, such
as electronic \front running", function. Also, the natural con
ict between liquidity-consumers and liquidity-suppliers has been taken to another level, due to the proliferation of algorithmic trading and electronic liquidity provision
strategies. |
|---|---|
| Descripción Física: | 27 Seiten |
| ISSN: | 1867-3678 |
| DOI: | 10.17192/es2024.0514 |