Essays about: "Algorithmic trading systems"

Found 5 essays containing the words Algorithmic trading systems.

1. 1. FINTECH COMPANIES: INNOVATION, ALGORITHMS AND CUSTOMER CENTRIC PERSPECTIVE - A cross-sectional study on algorithmic trading in the Fintech industry

   University essay from Göteborgs universitet/Graduate School

   Author : Manfredo Recchia; [2021-07-08]
   Keywords : Fintech; Fintech innovation; Fintech business model; Algorithms; Algorithmic trading systems;

   Abstract : In the last years the financial sector has been subject to many changes, in particular since 2008 financial crisis many customers started to appreciate new digital financial companies, instead of traditional ones, that offer innovative solutions for financial services. In fact they are able to offer more effective, efficient and less expensive services than traditional institutions. READ MORE

3. 2. Simulating market maker behaviour using Deep Reinforcement Learning to understand market microstructure

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Elwin Marcus; [2018]
   Keywords : Deep Reinforcement Learning; Machine Learning; Market Microstructure; Market Maker; Financial Agent; Agent Based Modelling; Financial Artificial Markets; Complex Systems; Algorithmic Trading; Tensorforce; keras-RL; PPO; DQN; Dealer Market; Limit Order book;

   Abstract : Market microstructure studies the process of exchanging assets underexplicit trading rules. With algorithmic trading and high-frequencytrading, modern financial markets have seen profound changes in marketmicrostructure in the last 5 to 10 years. READ MORE

4. 3. Evolvering av Biologiskt Inspirerade Handelsalgoritmer

   University essay from Högskolan i Borås/Institutionen Handels- och IT-högskolan

   Author : Patrick Gabrielsson; [2012]
   Keywords : Memory; Algorithmic Trading; Hierarchical Temporal; Neural Networks; Machine Learning; Predictive Modeling; Classification; Evolutionary Computing; Genetic Algorithm; Optimization;

   Abstract : One group of information systems that have attracted a lot of attention during the past decade are financial information systems, especially systems pertaining to financial markets and electronic trading. Delivering accurate and timely information to traders substantially increases their chances of making better trading decisions. READ MORE

5. 4. Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data

   University essay from Matematiska institutionen

   Author : Patrik Idvall; Conny Jonsson; [2008]
   Keywords : Algorithmic Trading; Exponentially Weighted Expectation Maximization Algorithm; Foreign Exchange; Gaussian Mixture Models; Hidden Markov Models;

   Abstract : In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market. READ MORE

6. 5. Trading strategies with market impact constraints – A case study at SEB

   University essay from Lunds universitet/Produktionsekonomi

   Author : Martin Martinsson; Gustaf Tegell; [2007]
   Keywords : Market Impact; Pre Trade Analysis; Timing Risk; Optimal Trading Trajectories; Trading; Expected Cost; Variance of Cost; Temporary Market Impact; Permanent Market Impact. ; Technology and Engineering;

   Abstract : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. READ MORE