Cargando…

Essays on algorithmic trading /

Technological innovations are altering the traditional value chain in securities trading. Hitherto the order handling, i.e. the appropriate implementation of a general trading decision into particular orders, has been a core competence of brokers. Labeled as Algorithmic Trading, the automation of th...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Gsell, Markus (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Stuttgart : Ibidem-Verlag, 2014.
Temas:
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000 i 4500
001 EBSCO_ocn880723462
003 OCoLC
005 20231017213018.0
006 m o d
007 cr cnu---unuuu
008 140530s2014 gw o 000 0 eng d
040 |a N$T  |b eng  |e rda  |e pn  |c N$T  |d OCLCF  |d E7B  |d YDXCP  |d IDEBK  |d EBLCP  |d DEBSZ  |d OCLCQ  |d RECBK  |d ICA  |d AGLDB  |d MERUC  |d OCLCQ  |d VNS  |d VTS  |d OCLCQ  |d STF  |d OCLCQ  |d VT2  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCO 
019 |a 904253016  |a 909459584  |a 910447171  |a 923687445  |a 928198278  |a 945078822 
020 |a 9783838261140  |q (electronic bk.) 
020 |a 3838261143  |q (electronic bk.) 
020 |z 9783838201146 
020 |z 3838201140 
028 0 1 |a EB00655093  |b Recorded Books 
029 1 |a AU@  |b 000055979409 
029 1 |a DEBBG  |b BV042742068 
029 1 |a DEBBG  |b BV043958276 
029 1 |a DEBSZ  |b 449493008 
029 1 |a DEBSZ  |b 481282122 
035 |a (OCoLC)880723462  |z (OCoLC)904253016  |z (OCoLC)909459584  |z (OCoLC)910447171  |z (OCoLC)923687445  |z (OCoLC)928198278  |z (OCoLC)945078822 
050 4 |a HG4515.5 
072 7 |a BUS  |x 027000  |2 bisacsh 
082 0 4 |a 332.6420285  |2 23 
049 |a UAMI 
100 1 |a Gsell, Markus,  |e author. 
245 1 0 |a Essays on algorithmic trading /  |c Markus Gsell. 
264 1 |a Stuttgart :  |b Ibidem-Verlag,  |c 2014. 
300 |a 1 online resource 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
505 0 |a Table of Contents; 1 Introduction; 1.1 Motivation and objective of the thesis; 1.2 Structure of the thesis; 2 Research Context: Securities Trading; 2.1 Value chain; 2.2 The role of Algorithmic Trading; 2.2.1 Purposes and users; 2.2.2 Benchmarks and strategies; 2.2.3 Stages of development; 2.2.4 Implications for market operators; 3 Research Approach and Methodology; 3.1 Quantitative Survey; 3.2 Literature Review; 3.3 Simulation of Financial Markets; 3.4 Empirical Analysis; 4 Main Results; 4.1 Paper 1: Investigating the adoption decision. 
505 8 |a 4.2 Paper 2: Theoretically assessing structural behavioral differences4.3 Paper 3: Assessing the impact on the market outcome by simulation; 4.4 Paper 4: Empirically assessing the impact on trading behavior; 5 Contribution to theory and practical implications; 5.1 Contribution to theory; 5.2 Practical implications; 6 Limitations and potential further research; 6.1 Limitations; 6.2 Future Research; References; Paper 1: Technological Innovationsin Securities Trading:The Adoption of Algorithmic Trading; 1 Introduction; 2 Related work; 3 Methodology; 4 Research Model; 4.1 Usage. 
505 8 |a 4.2 Intention to use4.3 Performance Expectancy; 4.4 Effort Expectancy; 4.5 Task-Technology Fit; 4.6 Technology Expertise; 5 Results; 5.1 Quality criteria of the measurement model; 5.1.1 Reflective constructs; 5.1.2 Formative construct; 5.2 Quality criteria of the structural model; 6 Conclusion; References; Paper 2: Is Algorithmic Trading distinctively different?; 1 Introduction; 2 Stylized traders in the literature; 3 What are algorithmic trading models doing?; 4 Why algorithmic trading models are different; 4.1 Are algorithmic trading models informed traders? 
505 8 |a 4.2 Are algorithmic trading models momentum traders?4.3 Are algorithmic trading models noise traders?; 4.4 What are algorithmic trading models after all?; 5 Conclusion; References; Paper 3: Assessing the impact of Algorithmic Trading on markets : A simulation approach ; 1 Introduction; 2 Related work; 2.1 Algorithmic Trading; 2.2 Simulation of financial markets; 3 The simulation model; 3.1 Behavior of Traders; 3.2 Parameterization; 4 Results obtained; 5 Conclusion and Outlook; References; Paper 4: The Behavior of Algorithmic Traders in Equity Markets -- Empirical Evidence from Xetra. 
505 8 |a 1 Introduction2 Related Work; 3 The Xetra Trading System; 3.1 Continuous Trading; 3.2 Call Auctions; 3.3 Trading Schedule; 3.4 Dataset and Methodology; 4 Results; 4.1 Continuous Trading; 4.2 Call Auctions; 5 Conclusion; References; Appendix; Deutsche Zusammenfassung / German Summary: Essays onAlgorithmic Trading; Inhaltsverzeichnis; 1 Einführung; 1.1 Motivation und Zielsetzung der Arbeit; 1.2 Aufbau der Arbeit; 2 Forschungskontext: Wertpapierhandel; 2.1 Wertschöpfungskette; 2.2 Die Bedeutung von Algorithmic Trading; 2.2.1 Einsatzzwecke und Nutzer; 2.2.2 Benchmarks und Strategien. 
520 |a Technological innovations are altering the traditional value chain in securities trading. Hitherto the order handling, i.e. the appropriate implementation of a general trading decision into particular orders, has been a core competence of brokers. Labeled as Algorithmic Trading, the automation of this task recently found its way both into the brokers' portfolio of service offerings as well as to their customers' trading desks. The software performing the order handling thereby constantly monitors the market(s) in real-time and further evaluates historical data to dynamically determine appropri. 
590 |a eBooks on EBSCOhost  |b EBSCO eBook Subscription Academic Collection - Worldwide 
650 0 |a Automation. 
650 0 |a Program trading (Securities) 
650 0 |a Technological innovations. 
650 0 |a Margins (Security trading) 
650 6 |a Automatisation. 
650 6 |a Négociation assistée par ordinateur (Valeurs mobilières) 
650 6 |a Innovations. 
650 6 |a Marges (Valeurs mobilières) 
650 7 |a automation.  |2 aat 
650 7 |a BUSINESS & ECONOMICS  |x Finance.  |2 bisacsh 
650 7 |a Automation  |2 fast 
650 7 |a Margins (Security trading)  |2 fast 
650 7 |a Program trading (Securities)  |2 fast 
650 7 |a Technological innovations  |2 fast 
776 0 8 |i Print version:  |a Gsell, Markus.  |t Essays on algorithmic trading.  |z 9783838201146  |z 3838201140  |w (OCoLC)868644771 
856 4 0 |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=732201  |z Texto completo 
938 |a EBL - Ebook Library  |b EBLB  |n EBL5782049 
938 |a ebrary  |b EBRY  |n ebr11012751 
938 |a EBSCOhost  |b EBSC  |n 732201 
938 |a ProQuest MyiLibrary Digital eBook Collection  |b IDEB  |n cis27817463 
938 |a Recorded Books, LLC  |b RECE  |n rbeEB00655093 
938 |a YBP Library Services  |b YANK  |n 11720714 
994 |a 92  |b IZTAP