Sökning: "HFT"

Visar resultat 6 - 10 av 18 uppsatser innehållade ordet HFT.

  1. 6. 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

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

    Kandidat-uppsats, KTH/Matematisk statistik

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

    Sammanfattning : 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. LÄS MER

  4. 8. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

    Magister-uppsats, Umeå universitet/Företagsekonomi

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

    Sammanfattning : 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. LÄS MER

  5. 9. Suspension System Dimensioning and Modelling for Co-Simulation with Simulink and Adams

    Master-uppsats, KTH/Fordonsdynamik

    Författare :Hassan Muhieddine; [2014]
    Nyckelord :;

    Sammanfattning : This master thesis addresses the dimensioning of a hydraulic suspension system for a hybrid forest truck (HFT) under development. Furthermore, the suspension system has been modelled in MATLAB/Simulink and an environment has been set-up for a cosimulation with the vehicle model in MSC Adams. LÄS MER

  7. 10. Slutväxel HFT : Konstruktionskoncept för banddriven skotare

    M1-uppsats, Institutionen för tillämpad fysik och elektronik

    Författare :Daniel Johansson; [2013]
    Nyckelord :HFT forwarder tracked; HFT skotare banddriven;

    Sammanfattning : Sveriges samlade skogsindustriföretag förutspår en förlust av marknadsandelar, eftersom man inte lyckas hålla samma tempo på produktionen som många andra länder. En orsak till detta är att skogsmaskinerna är för långsamma. LÄS MER