Add to ORKGWe introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study of competitive algorithms in these models and relate them to earlier online algorithms for stock trading
A limit order book is essentially a file on a computer that contains all orders sent to the market, ...
Over the last three decades, most of the world's stock exchanges have transitioned to electronic tra...
Financial markets and the pace of trading have changed dramatically over the last decade. Stock exch...
We introduce new online models for two important aspects of modern financial markets: Volume Weighte...
Abstract Economics is one of the diverse aspects of our life in which algorithms play a -perhaps sub...
Economics is one of the diverse aspects of our life in which algorithms play a - perhaps subtle - ro...
All across the investment banking industry there is a buzz with talk of algorithmic trading. Algorit...
Abstract: If we trade in financial markets we are interested in buying at low and selling at high pr...
This chapter examines the role of algorithmic trading in modern financial markets. Additionally, or...
At today\u27s stock markets, most of the trading volume is traded electronically. Thus, also ...
Algorithmic robot trading involves computer programmes for placing orders in financial markets. More...
The Limit Order Book is a widely used tool of exchanges to allow traders to buy or sell stock easily...
This paper examines the role of algorithmic trading in modern financial markets. Additionally, order...
The PhD dissertation research topics aim at developing algorithmic trading strategies and demonstrat...
Most financial firms use algorithms to buy and sell financial assets. It is possible for amateur inv...
A limit order book is essentially a file on a computer that contains all orders sent to the market, ...
Over the last three decades, most of the world's stock exchanges have transitioned to electronic tra...
Financial markets and the pace of trading have changed dramatically over the last decade. Stock exch...
We introduce new online models for two important aspects of modern financial markets: Volume Weighte...
Abstract Economics is one of the diverse aspects of our life in which algorithms play a -perhaps sub...
Economics is one of the diverse aspects of our life in which algorithms play a - perhaps subtle - ro...
All across the investment banking industry there is a buzz with talk of algorithmic trading. Algorit...
Abstract: If we trade in financial markets we are interested in buying at low and selling at high pr...
This chapter examines the role of algorithmic trading in modern financial markets. Additionally, or...
At today\u27s stock markets, most of the trading volume is traded electronically. Thus, also ...
Algorithmic robot trading involves computer programmes for placing orders in financial markets. More...
The Limit Order Book is a widely used tool of exchanges to allow traders to buy or sell stock easily...
This paper examines the role of algorithmic trading in modern financial markets. Additionally, order...
The PhD dissertation research topics aim at developing algorithmic trading strategies and demonstrat...
Most financial firms use algorithms to buy and sell financial assets. It is possible for amateur inv...
A limit order book is essentially a file on a computer that contains all orders sent to the market, ...
Over the last three decades, most of the world's stock exchanges have transitioned to electronic tra...
Financial markets and the pace of trading have changed dramatically over the last decade. Stock exch...