The high frequency trade off between speed and sophistication

DOI10.1016/J.JEDC.2020.103912OpenAlexW3020559536MaRDI QIDQ2191510

Daniel Ladley

Publication date: 25 June 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103912

zbMATH Keywords

regulationhigh frequency tradingorder bookcognitive abilitymarket micro-structure

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Machine learning and speed in high-frequency trading ⋮ Reinforcement learning equilibrium in limit order markets

Uses Software

• CGP

Cites Work

• A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
• Examining the effectiveness of price limits in an artificial stock market
• Learning, information processing and order submission in limit order markets
• Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach
• Investment in high-frequency trading technology: a real options approach
• The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *

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