Sökning: "high frequency trading"
Visar resultat 1 - 5 av 65 uppsatser innehållade orden high frequency trading.
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
- Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)
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
3. The Next Tick on Nasdaq Stockholm: Predicting Price Direction in Limit Order Books Using Order ImbalanceD-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi
Sammanfattning : We explore complete Level II limit order books for eight stocks listed on Nasdaq Stockholm during 2016 and investigate the use of the imbalance between bid and ask volumes in predicting the direction of price change in an ultra-high-frequency environment. Specifically, we test whether a top-of-the-book (Level I) measure of order imbalance and a deeper-in-the-book (Level II) measure can predict the direction of a change in the mid-price of a security for up to three events before the change occurs. LÄS MER
4. Utilizing Privately Owned Flexibilities in the German Distribution System : Technical and Regulatory FrameworkMaster-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)
Sammanfattning : This Master’s thesis project aims to define the technical and regulatory framework of asystem flexibility service utilizing distributed flexibilities connected to the low-voltage (LV)level. The flexibility service outlined here is local balancing, with the purpose of increasing theload-generation balance in LV networks using thermostatically controlled loads and ElectricalEnergy Storage (EES) devices. LÄS MER
- Master-uppsats, Göteborgs universitet/Graduate School
Sammanfattning : MSc in Finance.... LÄS MER