Sökning: "High-frequency trading"

Visar resultat 11 - 15 av 66 uppsatser innehållade orden High-frequency trading.

  1. 11. Information Visualization of Participant Behavior in Market Surveillance

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Badai Kesuma; [2021]
    Nyckelord :Information visualization; User experience; Feature selection; Market surveillance;

    Sammanfattning : Financial markets are now undergoing exponential growth in data, as high-frequency trading is widespread. The need for effective market surveillance is, therefore, become more prominent. Domain experts in exchanges, trading participants, and regulators must provide evidence in their market surveillance investigation. LÄS MER

  3. 12. 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

  4. 13. Column-based storage for analysis of high-frequency stock trading data

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Abdallah Hassan; [2019]
    Nyckelord :;

    Sammanfattning : This study investigated the efficiency of the available open-source columnbased storage formats with support for semi-flexible data in combination with query engines that support querying these formats. Two different formats were identified, Parquet and ORC, and both were tested in two different modes, uncompressed and compressed with the compression algorithm Snappy. LÄS MER

  5. 14. Predictability of return and volatility in Bitcoin markets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Martin Eimer; Lina Karlsson; [2018-07-03]
    Nyckelord :Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

    Sammanfattning : We study how abnormal liquidity affects the predictive power of returns and volatility in Bitcoin markets. The presence of abnormal liquidity can be explained by price manipulation which is the result from previous studies that found manipulators present in the market. LÄS MER

  7. 15. Algoritmisk handel - en kartläggning av risk, volatilitet, likviditet och övervakning

    Kandidat-uppsats, Södertörns högskola/Företagsekonomi

    Författare :Mimmi Elofsson Bjesse; Emma Eriksson; [2018]
    Nyckelord :Algorithmic Trading; High Frequency Trading; Volatility; Liquidity; MiFID II;

    Sammanfattning : As technological changes have revolutionized the way financials assets are traded today, algorithmic trading has grown to become a major part of the world's stock markets. This study aims to explore algorithmic trading through the eyes of different market operators. LÄS MER