High-frequency trading

Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market

Francesco Rundo, Francesca Trenta, Agatino Luigi di Stallo, Sebastiano Battiato

Citations: 46 • 2019

FROM MARKETS TO VENUES: SECURITIES REGULATION IN AN EVOLVING WORLD

Jonathan R. Macey, Maureen O’Hara

Citations: 46 • 2005

Advanced Markov-Based Machine Learning Framework for Making Adaptive Trading System

Francesco Rundo, Francesca Trenta, Agatino Luigi di Stallo, Sebastiano Battiato

Citations: 41 • 2019

Dark Pools: High-Speed Traders, A.I. Bandits, and the Threat to the Global Financial System

Scott M. Patterson

Citations: 27 • 2012

The Future of Computer Trading in the Financial Markets: Working Paper

Dave Cliff, Maureen O’Hara, Terrence Hendershott, Linton Oliver, Jean‐Pierre Zigrand

Citations: 9 • 2011

Do Automated Trading Systems Dream of Manipulating the Price of Futures Contracts? Policing Markets for Improper Trading Practices by Algorithmic Robots

Gregory Scopino

Citations: 9 • 2014

An ecological/evolutionary perspective on high-frequency trading

Bogdan Dragos, Inigo Wilkins

Citations: 6 • 2014

Algorithmic Daily Trading Based on Experts’ Recommendations

Andrzej Ruta, Dymitr Ruta, Ling Cen

Citations: 4 • 2017

The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis, David Porter

Citations: 3 • 2020

Zhen Zhang, Dave Cliff

Citations: 3

Simulation-based evaluation of automated trading strategies: a manifesto for modern methods

Dave Cliff

Citations: 2 • 2019

High Frequency Trading : Market abuse and how to reestablish confidence in the market?

Henrik Johansson

Citations: 2 • 2013

Quantitative Trading using Deep Q Learning

Soumyadip Sarkar

Citations: 1 • 2023