Sökning: "HFT"
Visar resultat 1 - 5 av 18 uppsatser innehållade ordet HFT.
1. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading
Master-uppsats, Linköpings universitet/Institutionen för datavetenskapSammanfattning : 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. LÄS MER
2. Börsrobotar och marknadsmanipulation : En rättsanalys av algoritmisk högfrekvenshandel i ljuset av MAR och MiFID II
Uppsats för yrkesexamina på avancerad nivå, Stockholms universitet/Juridiska institutionenSammanfattning : The landscape of equity trading changed when computer algorithms commenced to analyse large volumes of stock market data faster than a fraction of a second. Advances in technology have enabled trading algorithms to initiate, route, and execute orders on aspects of market timing, optimising order quantity, and deciding price parameters with limited human intervention. LÄS MER
3. Högfrekvenshandels Inverkan på den Svenska Aktiemarknadens Volatilitet
Kandidat-uppsats,Sammanfattning : The focus of this paper is to investigate whether or not high frequency trading affects market volatility. Research on the topic has not been conducted on the Swedish stock market which is the purpose of this thesis. Previous research has been conflicting over whether or not high frequency trading increases or decreases volatility. LÄS MER
4. Regleringen av mörk handel via MiFID II -Marknadsperspektiv på motsättningen mellan informationstillgänglighet och transaktionskostnader för den effektiva marknaden
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Under det senaste decenniet har mörka handelsplatser (dark pools) växt fram på de europeiska finansmarknaderna. På dessa marknader kan en orders marknadspåverkan (transaktionskostnad) reduceras genom att låta ordern vara dold för utomstående tills den gått igenom. LÄS MER
5. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility
Magister-uppsats, Linköpings universitet/NationalekonomiSammanfattning : 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. LÄS MER