HIGH-FREQUENCY TRADING IMPLEMENTATION WITH STOCK PRICE PREDICTION
High-Frequency Trading (HFT) is a form of algorithmic trading which utilizes computer speed to perform large amount of orders within 1 second. Institutions that use HFT don’t publicly provide documentations of their program. Documented simple HFT that has been implemented has a Sharpe Ratio below...
محفوظ في:
المؤلف الرئيسي: | RASYADI PUTRAUTAMA (NIM : 13513046), BAYU |
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التنسيق: | Final Project |
اللغة: | Indonesia |
الوصول للمادة أونلاين: | https://digilib.itb.ac.id/gdl/view/21398 |
الوسوم: |
إضافة وسم
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المؤسسة: | Institut Teknologi Bandung |
اللغة: | Indonesia |
مواد مشابهة
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منشور في: (2021) -
Understanding the detection of high-frequency trading in the Philippine setting: Analyzing the effect of price liquidity and price volatility
بواسطة: Tanyag, John Paul S.
منشور في: (2021)