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Rise of the Mechines: Alghoritmic Tradi8ng in the Foreign Exchange Market
We study the impact of algorithmic trading (AT) in the foreign exchange market using a long time series of hight-frequancy data that identify computer-generated trading activity. .Printed Journal
Call Number | Location | Available |
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JOF6905 | PSB lt.dasar - Pascasarjana | 1 |
Penerbit | The American Finance Asosiation., |
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Edisi | - |
Subjek | Foreign exchange impact alghoritmic AT improvement reduction in arbitrage reduction the autocorrelation degredation in market quality |
ISBN/ISSN | 221082 |
Klasifikasi | - |
Deskripsi Fisik | - |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |