Lataa...
The Impact of Algorithmic Trading in a Simulated Asset Market
In this work we simulate algorithmic trading (AT) in asset markets to clarify its impact. Our markets consist of human and algorithmic counterparts of traders that trade based on technical and fundamental analysis, and statistical arbitrage strategies. Our specific contributions are: (1) directly an...
Tallennettuna:
| Päätekijät: | , , , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
MDPI AG
2019-04-01
|
| Sarja: | Journal of Risk and Financial Management |
| Aiheet: | |
| Linkit: | https://www.mdpi.com/1911-8074/12/2/68 |
| Tagit: |
Lisää tagi
Ei tageja, Lisää ensimmäinen tagi!
|