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High frequency trading

High Frequency Trading using Fuzzy Momentum Analysis

High Frequency Trading using Fuzzy Momentum Analysis

... For financial brokers, profit is made by executing client’s orders to buy or to sell a certain amount of shares of a specific stock at the best possible price. Many mathematical and algorithmic approaches have been ...

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O abuso de informação privilegiada : enquadramento jurídico da negociação algorítmica de alta frequência (high frequency trading)

O abuso de informação privilegiada : enquadramento jurídico da negociação algorítmica de alta frequência (high frequency trading)

... Estamos de acordo com PAULO CÂMARA, quando este afirma que existem duas vertentes que fundamentam a ratio da sua proibição, “numa vertente microjurídica, a ilicitude destes comportamentos serve a protecção da confiança ...

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A aplicação de redes neuronais na deteção da influência do High Frequency Trading na negociação de ações (caso português)

A aplicação de redes neuronais na deteção da influência do High Frequency Trading na negociação de ações (caso português)

... acções face à sua actuação junto dos sistemas electrónicos de negociação (ET). Face ao cenário tecnológico referido, é fácil perceber que “muita da actividade verificada nos mercados accionistas (eg. EUA) é comummente ...

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Application of continuous-time random walk to statistical arbitrage

Application of continuous-time random walk to statistical arbitrage

... the high- frequency trading ...optimal trading strategy is first described and then the two forms of CTRW used to model the dynamics of the spread are ...the trading pairs is described ...

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Forecasting daily volatility using high frequency financial data

Forecasting daily volatility using high frequency financial data

... algorithmic trading strategies, popularly known as high frequency trading, the amount of data generated during a single trading day is enormous, sometimes in a ratio of a trade every ...

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Reduction of High Frequency Vibration of Brush Cutter by Structure Optimization

Reduction of High Frequency Vibration of Brush Cutter by Structure Optimization

... the high frequency band was reduced very much at both operational conditions and the level was close to the type A trimmer which was lowest vibration at the high frequency ...resonance ...

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Are price limits on futures markets that cool? evidence from the brazilian merchantile & futures exchange

Are price limits on futures markets that cool? evidence from the brazilian merchantile & futures exchange

... modeling high frequency data to eValuate price limits (de)stabilizing effects on futures marketso We haVe a unique database including intraday data on BoVespa index futures (IboVespa futures), from January ...

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Ocean parameter estimation with high-frequency signals using a vector sensor array

Ocean parameter estimation with high-frequency signals using a vector sensor array

... for high performance small aperture Vector Sensor Arrays ...in high-frequency ...a frequency band of 8-14 kHz using a small aperture VSA with only a few ...

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Imaging the Anterior Segment: High-Frequency Ultrasound and Anterior Segment OCT

Imaging the Anterior Segment: High-Frequency Ultrasound and Anterior Segment OCT

... practice high definition images of the anterior segment, including angle, providing corneal pachymetry maps and anterior chamber internal measurements, real-time images not needing a contact to the ...

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High-frequency performance of electric field sensors aboard the RESONANCE satellite

High-frequency performance of electric field sensors aboard the RESONANCE satellite

... and high-frequency electric field sensors – quasi-DC (direct current) to HF (high ...The high- frequency analyzer sensors (HFA) ranging from 10 Hz to 10 MHz and their supporting booms ...

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Testing the Markov property with ultra high frequency financial data

Testing the Markov property with ultra high frequency financial data

... at the NYSE is organized as a combined market maker/order book system. A designated specialist composes the market for each stock by managing the trading and quoting processes and providing liquidity. Apart from ...

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High-frequency atmospherically-induced oscillations in the middle Adriatic coastal area

High-frequency atmospherically-induced oscillations in the middle Adriatic coastal area

... Although not as remarkable and devastating as tectoni- cally generated tsunamis, barotropic ocean waves generated through resonant coupling with travelling atmospheric dis- turbances (Proudman, 1929; 1953), also called ...

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Novel Approach to Estimate Missing Data Using Spatio-Temporal Estimation Method

Novel Approach to Estimate Missing Data Using Spatio-Temporal Estimation Method

... Where is the analysis scaling sequence. It is used to bring input signal from initial scale to . One of the main concept of wavelet theory is the interpretation of wavelet transform in terms of multiresolution ...

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Monopoly power in dynamic securities markets

Monopoly power in dynamic securities markets

... In each trading period, the monopolist chooses the price of the shares in the risky firmo When, in the first trading period, the representative competitive trader ch[r] ...

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The Application of Electrochemical Impedance Techniques in Analyzing the AC Response of Some Two-electron Transfer Dye Systems

The Application of Electrochemical Impedance Techniques in Analyzing the AC Response of Some Two-electron Transfer Dye Systems

... Mercury Drop Electrode (HMDE) and for comparison one experiment only was measured in aprotic solvent (DMF) on the Pt-disc electrode. The EIS diagrams of these systems were characterized in the complex plane by two ...

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High frequency ballast algorithm simulation base on square error optimize on MATLAB

High frequency ballast algorithm simulation base on square error optimize on MATLAB

... In time, voltage and number of pulse in one period be in allowable limit is very important. Starting time of lamp is consider as important element that depend to lamp power, starting time of lamp should not operate ...

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High frequency of mutation G377S in Brazilian type 3 Gaucher disease patients

High frequency of mutation G377S in Brazilian type 3 Gaucher disease patients

... the frequency of the most common mutations and to provide prognostic information based on genotype-phenotype ...lower frequency than expected, suggesting that most individuals presenting this genotype may ...

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SPECTRAL FEATURES OF E- AND F-REGION PLASMA IRREGULARITIES AS OBSERVED BY ROCKET-BORNE ELECTRON DENSITY PROBES FROM BRAZIL

SPECTRAL FEATURES OF E- AND F-REGION PLASMA IRREGULARITIES AS OBSERVED BY ROCKET-BORNE ELECTRON DENSITY PROBES FROM BRAZIL

... of high altitude ...the high altitude region can be seen in all the upleg profiles while the profiles from the LP and PFP experiments give an idea of the distribution of the small-scale irregularities in ...

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High frequency of the HRAS oncogene codon 12 mutation in Macedonian

High frequency of the HRAS oncogene codon 12 mutation in Macedonian

... the frequency of the HRAS oncogene G →T codon 12 mutation in TCC patients being treated at the University Urology Clinic in Skopje, Republic of ...mutation frequency and the histopathological grade of tumor ...

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Multi-year high-frequency physical and environmental observations at the Guadiana Estuary

Multi-year high-frequency physical and environmental observations at the Guadiana Estuary

... Abstract. High-frequency data collected continuously over a multi-year time frame are required for inves- tigating the various agents that drive ecological and hydrodynamic processes in ...

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