"Algorithmic trading" Essays and Research Papers

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    High Frequency? Or Insider Trading? Dow Intraday Trading May 9th 2010 High frequency trading has reached a point in which its legality needs to be called in to question. These traders hurt markets and other investors while forcing large investors to move into dark pools. High frequency traders also have an unfair advantage when it comes to trading. The above picture shows the most infamous trading crash caused by high frequency traders known to date. The Dow Jones Industrial average fell

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    or Fat Finger ----Evaluation of the reliability in stock trading system SYSEN5300 Project Proposal Sep 25‚ 2013 Yicheng Huang Yuhong Ding Anuj Gautam Introduction and Statement of the project The stock trading system is always connoted as ‘Golden Finger’ for its amazing speed and striking efficiency to achieve the money snowballing in the stock market. High returns come with high risks. The reliability of the whole trading system is the key point deciding whether the market runs

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    misunderstanding amongst the broad public‚ media‚ and government regulators. To help provide a better perspective‚ we discuss the evolution of equity markets that led to the development of electronic trading‚ dark pools‚ and current market structure. We move on to analyze dark pools and their overall impact on trading. We then discuss further aspects of dark pools in particular‚ and consider regulation and global trends in market structure. Historical Perspective on Equity Markets The first modern equity

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    ALGORITHMIC TRADING Algorithmic trading (also known as Black-box trading) refers to the use of automation for trading in financial markets. Simply put‚ it is computer-guided trading‚ where a program with direct market access can monitor the market and order trades when certain conditions are met. Earlier‚ the trading strategies were executed by humans but now it is majorly done by algorithms thus removing human emotion element in trading. Now‚ you may be thinking who uses this concept? Well‚

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    course all three. Mathematics is for the most part (at least what people see) is a science; adding‚ subtracting‚ multiplying‚ dividing‚ differentiating‚ integrating‚ etc. These are all very well defined operations which‚ for the most part‚ have very algorithmic solution methods. The art comes in the proofs. Typically‚ when formulating a proof you’re not given anywhere to start and so‚ just like in art‚ practice makes perfect. Also‚ when writing theorems this process is completely in reverse and the amount

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    FXTM Case Study

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    Introduction FXTM was launched in 2011 with the vision to supply their clients with far superior trading conditions and with an education system second to none and trading tools that would give the trader the best experience. The company has grown to a world leader in a very short time due to the fact that FXTM is focused on localising their products and have experienced teams globally. They concentrate on their clients and teams to make the best use of their time and to keep up with the ever and

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    Insider Trading

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    Insider Trading In our economic economy today‚ we have gotten a few high profile cases were people have tried to make money by using illegal tactics‚ and these are illegal tactics are based on the insider information. These high profile cases were on Martha Stewart and President George W. Bush. This is why I chose to write my paper on what exactly "Insider Trading" is. Insider trading has to do with stocks‚ on the stock market. The stock market is basically an organized place where stocks and

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    Carbon Trading

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    Carbon Trading: Future Money Making Venture for India Sarika Gupta Assistant Professor‚ P.M.B. Gujrati Commerce Collage‚ Indore Abstract Carbon Trading are generated by enterprises in the developing world that shift to cleaner technologies and thereby consumption‚ consequently reducing their greenhouse gas emissions. For each tone of carbon dioxide (the major GHG) emission avoided‚ the entity can get a carbon emission certificate which they can sell either immediately or through a futures market

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    High Frequency Trading

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    Markets Committee High-frequency trading in the foreign exchange market Report submitted by a Study Group established by the Markets Committee This Study Group was chaired by Guy Debelle of the Reserve Bank of Australia September 2011 Copies of publications are available from: Bank for International Settlements Communications CH-4002 Basel‚ Switzerland E-mail: publications@bis.org Fax: +41 61 280 9100 and +41 61 280 8100 This publication is available on the BIS website (www.bis.org). ©

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    Correlation Trading

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    Equity Correlation Trading Silverio Foresi and Adrien Vesval Goldman Sachs NYU‚ April 2006 Outline • • • Equity Correlation: Definitions‚ Products and Trade Structures Rationale: Evidence and Models Opportunities: an Historical Perspective Correlation Products Building Blocks: Vol Products • Realized variance: RV • 1 = n ∑ T t =1 St (ln( )) S t −1 2 OTC products to trade realized variance: – Delta-hedged options (straddles) – Volatility swap – Variance swap

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