Sökning: "high frequency trading"
Visar resultat 16 - 20 av 81 uppsatser innehållade orden high frequency trading.
16. 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
17. Column-based storage for analysis of high-frequency stock trading data
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
18. Utilizing Privately Owned Flexibilities in the German Distribution System : Technical and Regulatory Framework
Master-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
19. Predictability of return and volatility in Bitcoin markets
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : 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
20. Algoritmisk handel - en kartläggning av risk, volatilitet, likviditet och övervakning
Kandidat-uppsats, Södertörns högskola/FöretagsekonomiSammanfattning : 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