High frequency trading: costs and benefits in securities trading and its necessity of regulations
Recent publications reveal that high frequency trading (HFT) is responsible for 10 to 70 per
cent of the order volume in stock and derivatives trading (Gomber et al. 2011; Hendershott …
cent of the order volume in stock and derivatives trading (Gomber et al. 2011; Hendershott …
[PDF][PDF] Order Dynamics in a High-Frequency Trading Environment
A Breuer, HP Burghof, J Stitz - Available at SSRN 1927276, 2011 - c.mql5.com
We analyse order book message data in order to detect algorithmic trade activity. Previous
papers usually analyse order book data with a time stamp precision of one hundredth of a …
papers usually analyse order book data with a time stamp precision of one hundredth of a …
Forecast in capital markets
D Ledenyov, V Ledenyov - Available at SSRN 2802085, 2016 - papers.ssrn.com
In the Schumpeterian technical disruption age, we firmly believe that a growing application
of electronic computing technologies with the computations processing in the range of ultra …
of electronic computing technologies with the computations processing in the range of ultra …
Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets
D Ledenyov, V Ledenyov - Available at SSRN 2681183, 2015 - papers.ssrn.com
The accurate forecast of the foreign currencies exchange rates at the ultra high frequency
electronic trading in the foreign currencies exchange markets is a main topic of our research …
electronic trading in the foreign currencies exchange markets is a main topic of our research …