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The role of algorithmic trading systems on stock market efficiency

JY Seo, S Chai- Information Systems Frontiers, 2013 - Springer

trading type and the system trading type into algorithmic trading in that two types of trading
systems have the common characteristics of automated transaction and strategic trading. …

[BOOK][B] High-frequency trading: a practical guide to algorithmic strategies and trading systems

I Aldridge - 2013 - books.google.com

… state-of-the-art all-inclusive trading systems, HFT has evolved into a billion-dollar … trading,
algorithms were designed to mimic established execution strategies of traditional traders

Studies of interaction between human traders and algorithmic trading systems

M De Luca, CS Szostek, J Cartlidge, D Cliff - 2011 - research-information.bris.ac.uk

… by human traders. The anonymity of many current electronic trading systems, operated by
major exchanges and multilateral trading facilities, mean that an individual trader, whether …

[BOOK][B] Algorithmic trading: winning strategies and their rationale

E Chan - 2013 - books.google.com

Algorithmic Tradingtraders, it is not a step-by-step guide to implementing them. It offers
a realistic assessment of common algorithmic trading techniques and can help serious traders

Algorithmic trading: Issues and preliminary evidence

T Foucault- Market Microstructure: Confronting Many…, 2012 - Wiley Online Library

… platforms have experienced outages, as the huge amount of traffic generated by algorithmic
trading often pushes trading systems to their limits in terms of absorption of the flow of orders…

Algorithmic trading in practice

P Gomber, K Zimmermann- The Oxford Handbook of…, 2018 - books.google.com

… is also applied by the European Commission in its latest MiFID proposal:“A specific subset
of algorithmic trading is High Frequency Trading where a trading system analyses data or …

How algorithmic trading undermines efficiency in capital markets

Y Yadav- Vand. L. Rev., 2015 - HeinOnline

… This Article argues that the rise of algorithmic trading undermines … trades, firms can delegate
these tasks to algorithms, … They likely underreport the quotes on all US trading systems. …

Algorithmic Trading: The Intelligent Trading Systems and Its Impact on Trade Size

RK Dubey- Expert Systems with Applications, 2022 - Elsevier

trades. We also use the inverse of Order-to-Trade (1/OTR) ratio as a measure of algorithmic
trading … We expect the trade sizes to decline with rise in algorithmic trading intensity and also …

Assessing the impact of Algorithmic Trading on markets: A simulation approach

M Gsell - 2008 - econstor.eu

… 14) on Xetra, the electronic trading system of the German Stock Exchange, the proportion
of order flow that is generated by Algorithmic Trading rose to 39% in 2007. This increasing …

Big data algorithmic trading systems based on investors' mood

R Gómez Martínez, M Prado Román…- Journal of Behavioral…, 2019 - Taylor & Francis

… This study has described an algorithmic trading system that issues orders to the market,
both long and short, based exclusively on the measurement of investors’ mood through a big …

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