Do algorithmic traders exploit volatility?
Author:
Publisher
Elsevier BV
Subject
Finance
Reference24 articles.
1. High frequency traders and the price process;Aït-Sahalia;J. Econometrics,2020
2. Jump-robust volatility estimation using nearest neighbor truncation;Andersen;J. Econometrics,2012
3. A game of hide-and-seek between proprietary and buy-side algorithmic traders: Causal links with market quality;Arumugam;Appl. Econ.,2021
4. Commonality and contrarian trading among algorithmic traders;Arumugam;J. Behav. Exp. Finance,2021
5. Interactions among high-frequency traders;Benos;J. Financ. Quant. Anal.,2017
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2. Enhancing Trading Decision in Financial Markets: An Algorithmic Trading Framework With Continual Mean-Variance Optimization, Window Presetting, and Controlled Early-Stopping;IEEE Access;2024
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