Essays about: "High frequency trading HFT"

Showing result 1 - 5 of 8 essays containing the words High frequency trading HFT.

1. 1. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading

   University essay from Linköpings universitet/Institutionen för datavetenskap

   Author : Jacob Wahlman; [2022]
   Keywords : Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

   Abstract : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. READ MORE

3. 2. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility

   University essay from Linköpings universitet/Nationalekonomi

   Author : Jonas Björkman; Johan Durling; [2018]
   Keywords : High-frequency trading; HFT; liquidity; volatility; quality; Högfrekvenshandel; HFT; likviditet; volatilitet; kvalitet;

   Abstract : This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studies point in the opposite direction. READ MORE

4. 3. Do not Throw the Baby out with the Bath Water. An Analysis of the Potential Effects of the Legal Measures Adopted in the EU and the US in Response to the Proliferation of High Frequency Trading

   University essay from Göteborgs universitet/Juridiska institutionen

   Author : Gustaf Wiklund; [2017-04-21]
   Keywords : ;

   Abstract : Following the recent expansion of High Frequency Trading and other types of Algorithmic Trading, the financial markets law of the EU and the US has seen the introduction of numerous new rules, all of which have been adopted within a rather tight timeframe. The main purpose of these measures is, and has been, to counter the chaos allegedly characterising markets. READ MORE

5. 4. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting

   University essay from KTH/Matematisk statistik

   Author : Lukas Molander; Shih Jung Yape; [2017]
   Keywords : High frequency trading HFT ; Market microstructure; Order ow toxicity; Contagion; Adverse selection; Predatory HFT-strategies; Toxicity levels;

   Abstract : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. READ MORE

6. 5. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Kristian Dukov; Elena Kyriaki; [2014]
   Keywords : Efficient Market Hypothesis; Triangular arbitrage; Magnitude; Developed markets; Emerging markets; Forex; Currencies; High Frequency Trading; Arbitrage Opportunities.;

   Abstract : Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. READ MORE