Essays about: "electronic trading"

Showing result 1 - 5 of 22 essays containing the words electronic trading.

  1. 1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    University essay from KTH/Matematisk statistik

    Author : Hannes Backe; David Rydberg; [2023]
    Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE

  3. 2. 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

  4. 3. A COMPARISON OF DATA INGESTION PLATFORMS IN REAL-TIME STREAM PROCESSING PIPELINES

    University essay from Mälardalens högskola/Akademin för innovation, design och teknik

    Author : Sebastian Tallberg; [2020]
    Keywords : stream processing; data ingestion; Redis Streams; Apache Kafka; Apache Pulsar; performance benchmark; real-time streaming;

    Abstract : In recent years there has been an increasing demand for real-time streaming applications that handle large volumes of data with low latency. Examples of such applications include real-time monitoring and analytics, electronic trading, advertising, fraud detection, and more. READ MORE

  5. 4. Bitcoin a favourable instrument for diversification? : A quantitative study on the relations between Bitcoin and global stock markets

    University essay from Umeå universitet/Företagsekonomi

    Author : Dominik Krause; Nga Pham; [2017]
    Keywords : Bitcoin; virtual currency; Garch model; Value at Risk; portfolio optimization;

    Abstract : Bitcoin is a peer to peer (p2p) payment cash system and an unregulated digital currency that is primarily designed and developed in 2008 without tender legal status. Bitcoin is so-called cryptocurrency because it uses the cryptographic function in order to secure the creation and transfer of money. READ MORE

  6. 5. How does the Swedish legislation impact foreign ECCs' establishment process on the Swedish e-commerce market? : Analysis of the legislation impact on e-commerce establishment process: a case study of Sweden

    University essay from Högskolan i Jönköping/IHH, Företagsekonomi

    Author : Adrien Mathieu; Linnéa Warnvik; [2016]
    Keywords : e-commerce; establishment process; ECCs; digital single market; legal barrier; legislation; resource based entry mode; internationalization; Swedish e-commerce market;

    Abstract : E-commerce is an arguably new way of trading goods or services for monetary values through electronic means. It has increased in volume over the past years and it is not predicted to stop increasing in Sweden. The Swedish market holds a substantial amount of internet users who are in fact e-consumers. READ MORE