Absolute vs. relative speed in high-frequency trading
Author:
Affiliation:
1. Facultad de Ciencias Económicas y Comerciales, Universidad Católica Sedes Sapientiae, Jr. Constelación, Sol de Oro, Los Olivos, Lima, Peru
Publisher
IOS Press
Subject
Computational Mathematics,Computer Science Applications,Computer Vision and Pattern Recognition,Finance
Reference41 articles.
1. Anagnostidis, P. , Fontaine, P. , 2018. Liquidity provision, commonality and high frequency trading. EUROFIDAI Working Paper.
2. When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and their Regulation;Angel;The Financial Review,2014
3. Computer Algorithms, Market Manipulation and the Institutionalization of High Frequency Trading;Arnoldi;Theory, Culture & Society,2016
4. Barker, W. , Pomeranets, A. , 2011. The Growth of High Frequency Trading: Implications for Financial Stability, Financial System Review. June 2011
5. Phantom Liquidity and High-Frequency Quoting;Blocher;The Journal of Trading,2016
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1. Reinforcement Learning for Stock Prediction and High-Frequency Trading With T+1 Rules;IEEE Access;2023
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