A High-Frequency Algorithmic Trading Strategy for Cryptocurrency-Reference-Cited by-同舟云学术

A High-Frequency Algorithmic Trading Strategy for Cryptocurrency

Published:2018-12-07 Issue:6 Volume:60 Page:555-568
ISSN:0887-4417
Container-title:Journal of Computer Information Systems
language:en
Short-container-title:Journal of Computer Information Systems

Author:

Vo Au¹^ORCID,Yost-Bremm Christopher¹

Affiliation:

1. San Francisco State University, San Francisco, CA, USA

Publisher

Informa UK Limited

Subject

Computer Networks and Communications,Education,Information Systems

Link

https://www.tandfonline.com/doi/pdf/10.1080/08874417.2018.1552090

Reference54 articles.

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2. Phillips M. How the robots lost: high-frequency trading’s rise and fall. Bloomberg.com; 2013 Jun 7 [accessed 2018 May 21]. https://www.bloomberg.com/news/articles/2013-06-06/how-the-robots-lost-high-frequency-tradings-rise-and-fall.

3. Cheng E. Just 10% of trading is regular stock picking, JPMorgan estimates; 2017 Jun 13 [accessed 2018 May 21]. https://www.cnbc.com/2017/06/13/death-of-the-human-investor-just-10-percent-of-trading-is-regular-stock-picking-jpmorgan-estimates.html.

4. Design Science in Information Systems Research

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