Applied Stochastic Control in High Frequency and Algorithmic Trading

Crashes and high frequency trading: an evaluation of risks posed by high-speed algorithmic trading

: metadiscourse in introduction sections of applied linguistics and physics research articles: exploring variation in frequency and type

abstract in written mode of language, metadiscourse markers are used commonly to help writers in general and academic writers in particular to produce coherent and professional texts. the purpose of the present study was to compare introduction sections of applied linguistics and physics articles regarding their use of interactive and interactional metadiscourse markers based on the model pro...

emittance control in high power linacs

چکیده این پایان نامه به بررسی اثر سیم پیچ مغناطیسی و کاوه یِ خوشه گر با بسامد رادیویی بر هاله و بیرونگراییِ باریکه هایِ پیوسته و خوشه ایِ ذرات باردار در شتابدهنده های خطیِ یونی، پروتونی با جریان بالا می پردازد و راه حل هایی برای بهینه نگهداشتن این کمیتها ارایه می دهد. بیرونگرایی یکی از کمیتهای اساسی باریکه هایِ ذرات باردار در شتابدهنده ها است که تاثیر قابل توجهی بر قیمت، هزینه و کاراییِ هر شتابدهند...

High-Frequency Trading

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Algorithmic Trading and Information

We examine algorithmic trades (AT) and their role in the price discovery process in the 30 DAX stocks on the Deutsche Boerse in January 2008. AT liquidity demand represents 52% of volume and AT supplies liquidity on 50% of volume. AT act strategically by monitoring the market for liquidity and deviations of price from fundamental value. AT consume liquidity when it is cheap and supply liquidity...