Sökning: "High frequency trading HFT"

Visar resultat 1 - 5 av 12 uppsatser innehållade orden High frequency trading HFT.

1. 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 datavetenskap

   Författare :Jacob Wahlman; [2022]
   Nyckelord :Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

   Sammanfattning : 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

3. 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 institutionen

   Författare :Monica Ericson; [2021]
   Nyckelord :HFT; MiFID II; MAR; Spoofing; Momentum ignition;

   Sammanfattning : 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

4. 3. Högfrekvenshandels Inverkan på den Svenska Aktiemarknadens Volatilitet

   Kandidat-uppsats,

   Författare :Ludvig Streng; Eric Öjstrand; [2019-07-08]
   Nyckelord :High-frequency trading; HFT; volatility; liquidity; execution quota;

   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

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

   Magister-uppsats, Linköpings universitet/Nationalekonomi

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

   Sammanfattning : 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

7. 5. 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

   Magister-uppsats, Göteborgs universitet/Juridiska institutionen

   Författare :Gustaf Wiklund; [2017-04-21]
   Nyckelord :;

   Sammanfattning : 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. LÄS MER