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Algorithmic trading
Known as:
Automated trading platform
, Event arbitrage
, Algorithmic investors
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Algorithmic trading is a method of executing a large order (too large to fill all at once) using automated pre-programmed trading instructions…
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Related topics
Related topics
35 relations
2010 Flash Crash
Algorithm
Artificial intelligence
Artificial intelligence in fiction
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Review
2014
Review
2014
High Frequency Trading
Alberto Sáenz Gonzalo
2014
Corpus ID: 5370158
High Frequency Trading (HFT) became prominent after the ”Flash Crash“ in the U.S. on the 6th of May, 2010. During the “Flash…
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Review
2013
Review
2013
Algorithmic trading review
P. Treleaven
,
M. Galas
,
V. Lalchand
CACM
2013
Corpus ID: 14938340
The competitive nature of AT, the scarcity of expertise, and the vast profits potential, makes for a secretive community where…
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Review
2008
Review
2008
Quantitative Trading: How to Build Your Own Algorithmic Trading Business
Ernest P. Chan
2008
Corpus ID: 153126200
Preface. Acknowledgments. Chapter 1: The Whats, Whos, and Whys of Quantitative Trading. Who Can Become A Quantitative Trader? The…
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Highly Cited
2006
Highly Cited
2006
What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
N. Barberis
,
Wei Xiong
2006
Corpus ID: 3104445
One of the most striking portfolio puzzles is the %u201Cdisposition effect%u201D: the tendency of individuals to sell stocks in…
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Highly Cited
2005
Highly Cited
2005
Why the Move to Free Trade? Democracy and Trade Policy in the Developing Countries
H. Milner
,
K. Kubota
International Organization
2005
Corpus ID: 8879830
Rising international trade flows are a primary component of globalization. The liberalization of trade policy in many developing…
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Highly Cited
2002
Highly Cited
2002
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
Nicolas P. B. Bollen
,
R. Whaley
2002
Corpus ID: 21682217
This paper examines the relation between net buying pressure and the shape of the implied volatility function (IVF) for index and…
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Review
2002
Review
2002
Silver bullet or fools' gold? A global review of markets for forest environmental services and their impact on the poor.
2002
Corpus ID: 152298249
Ever since the passage of the 1990 amendments to the US Clean Air act and the creation of a market in sulfur dioxide (SO2), it…
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Highly Cited
2001
Highly Cited
2001
Optimal Search and One-Way Trading Online Algorithms
Ran El-Yaniv
,
A. Fiat
,
R. Karp
,
G. Turpin
Algorithmica
2001
Corpus ID: 2958740
Abstract. This paper is concerned with the time series search and one-way trading problems. In the (time series) search problem a…
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Highly Cited
2000
Highly Cited
2000
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
A. Lo
,
Jiang Wang
2000
Corpus ID: 15542698
We examine the implications of portfolio theory for the cross-sectional behavior of equity trading volume. Two-fund separation…
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Highly Cited
1995
Highly Cited
1995
Underperformance in long-run stock returns following seasoned equity offerings
D. Spiess
,
J. Affleck-Graves
1995
Corpus ID: 154563966
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