Algorithmic trading system: design and applications-Reference-Cited by-同舟云学术

Algorithmic trading system: design and applications

Published:2009-05-16 Issue:2 Volume:3 Page:235-246
ISSN:1673-7350
Container-title:Frontiers of Computer Science in China
language:en
Short-container-title:Front. Comput. Sci. China

Author:

Wang Feng,Dong Keren,Deng Xiaotie

Publisher

Springer Science and Business Media LLC

Subject

General Computer Science,Theoretical Computer Science

Link

http://link.springer.com/content/pdf/10.1007/s11704-009-0030-6.pdf

Reference23 articles.

1. Eriksson S, Roding C. Algorithmic trading uncovered — impacts on an electronic exchange of increasing automation in futures trading. Royal Institute of Technology, Stockholm, 2007

2. Market Risk and Algorithmic Trading. AMD White Paper

3. Berkowitz S, Logue D, Noser E. The Total Cost of Transactions on the NYSE. Journal of Finance, 1988, 41: 97–112

4. MacKinlay A C, Ramaswamy K. Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices. The Review of Financial Studies, 1988, 1(2): 137–158

5. Hogan S, Jarrow R, Warachka M. Statistical arbitrage and tests of market efficiency. Working paper, 2002

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Integrated Intellectual Investment Portfolio as an Efficient Instrument to Manage Personal Financial Investment;Journal of Risk and Financial Management;2022-01-11

2. Overview of Intelligent Online Banking System Based on HERCULES Architecture;IEEE Access;2020

3. Automatic High-Frequency Trading: An Application to Emerging Chilean Stock Market;Scientific Programming;2018-09-30

4. A literature review of technical analysis on stock markets;The Quarterly Review of Economics and Finance;2017-11

5. Process of Market Strategy Optimization Using Distributed Computing Systems;Management and Production Engineering Review;2015-12-01