Sökning: "high frequency trading"

Visar resultat 6 - 10 av 81 uppsatser innehållade orden high frequency trading.

  1. 6. Reinforcement Learning for Market Making

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Carlsson; August Regnell; [2022]
    Nyckelord :Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

    Sammanfattning : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. LÄS MER

  3. 7. 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

  4. 8. Into the Dark: A study of the 2014, 2019, and 2020 post-trade anonymity reforms at Nasdaq Nordic and their impact on metrics of market quality

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Daniel Mattisson; Jacob Molin; [2022]
    Nyckelord :Market microstructure; Post-trade anonymity; Broker codes; Liquidity; Nasdaq Nordic;

    Sammanfattning : We test the impact of three post-trade anonymity regimes implemented by Nasdaq Nordic in 2014, 2019, and 2020. Using a sample of Mid Cap and Large Cap stocks listed in Stockholm, Copenhagen, and Helsinki, we examine the effect of different anonymity setups on standard measures of market quality through a difference-in-differences approach. LÄS MER

  5. 9. Lentivirus hos små idisslare : en fallbeskrivning av lentivirus i en svensk getbesättning

    Uppsats för yrkesexamina på avancerad nivå, SLU/Dept. of Clinical Sciences

    Författare :Emelie Hedlund Salenstedt; [2021]
    Nyckelord :get; lentivirus; kaprin artrit encefalit; maedi; visna; SRLV; CAE; MV; CAEV; VMV;

    Sammanfattning : Lentivirus är ett genus bestående av icke-onkogena virus i virusfamiljen Retroviridae, subfamilj Orthoretrovirinae, som karaktäriseras av lång inkubationstid, snabb mutationstakt och en omfattande motståndskraft mot värdens immunförsvar. Lentivirus som infekterar får och getter går under det gemensamma namnet small ruminant lentivirus (SRLV). LÄS MER

  7. 10. 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