Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders

Author:

Hanifan Henry,Watson Ben,Cartlidge John,Cliff Dave

Publisher

Springer International Publishing

Reference38 articles.

1. Baxter, G., Cartlidge, J.: Flying by the seat of their pants: what can high frequency trading learn from aviation? In: Proceedings of the 3rd International Conference on Application and Theory of Automation in Command and Control Systems, ATACCS, pp. 56–65. (2013). https://dl.acm.org/doi/10.1145/2494493.2494501

2. BSE: The Bristol Stock Exchange. GitHub public source-code repository (2012). https://github.com/davecliff/BristolStockExchange

3. Cartea, Á., Donnelly, R., Jaimungal, S.: Enhancing trading strategies with order book signals. Appl. Math. Financ. 25(1), 1–35 (2018). https://doi.org/10.1080/1350486X.2018.1434009

4. Cartlidge, J., Cliff, D.: Exploring the ‘robot phase transition’ in experimental human-algorithmic markets. In: The Future of Computer Trading in Financial Markets, Driver Review DR25. Foresight, Government Office for Science, London (2012). https://bit.ly/2llHjbh+

5. Springer Proceedings in Complexity;J Cartlidge,2018

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