Algorithmic trading

Known as: Automated Trading Platform, Event arbitrage, Algorithmic investors 
Algorithmic trading is a method of executing a large order (too large to fill all at once) using automated pre-programmed trading instructions… (More)
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Topic mentions per year

Topic mentions per year

1961-2017
05010019612017

Papers overview

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2016
2016
This paper introduces a new probabilistic graphical model called gated Bayesian network (GBN). This model evolved from the need… (More)
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2015
2015
This paper documents that speed is crucially important for high-frequency trading strategies based on U.S. macroeconomic news… (More)
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2014
2014
Abstract. Gated Bayesian networks (GBNs) are a recently introduced extension of Bayesian networks that aims to model dynamical… (More)
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2012
2012
A novel trading algorithm which performs trading decisions by making use of phase synchronization between oscillatory components… (More)
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2011
2011
In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the… (More)
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Highly Cited
2010
Highly Cited
2010
In this demo, we present fpga-ToPSS (Toronto Publish/Subscribe System Family), an efficient event processing platform for… (More)
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2010
2010
An order book consists of a list of all buy and sell offers, represented by price and quantity, available to a market agent. The… (More)
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2009
2009
We examine algorithmic trades (AT) and their role in the price discovery process in the 30 DAX stocks on the Deutsche Boerse in… (More)
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Highly Cited
2007
Highly Cited
2007
Does Algorithmic Trading Improve Liquidity? Algorithmic trading has sharply increased over the past decade. Equity market… (More)
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2007
2007
Computerized trading controlled by algorithms – “Algorithmic Trading” – has become a fashionable term in investment banking. We… (More)
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