Essays on algorithmic trading:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Stuttgart
Ibidem-Verl.
2010
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | IX, 215 S. graph. Darst. |
| ISBN: | 9783838201146 3838201140 |
Internformat
MARC
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Datensatz im Suchindex
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IMAGE 1
TABLE OF CONTENTS
1 INTRODUCTION 3
1.1 MOTIVATION AND OBJECTIVE OF THE THESIS 3
1.2 STRUCTURE OF THE THESIS 10
2 RESEARCH CONTEXT: SECURITIES TRADING 11
2.1 VALUE CHAIN 11
2.2 THE ROLE OF ALGORITHMIC TRADING 13
2.2.1 PURPOSES AND USERS 14
2.2.2 BENCHMARKS AND STRATEGIES 17
2.2.3 STAGES OF DEVELOPMENT 19
2.2.4 IMPLICATIONS FOR MARKET OPERATORS 20
3 RESEARCH APPROACH AND METHODOLOGY 22
3.1 QUANTITATIVE SURVEY. * 22
3.2 LITERATURE REVIEW 24
3.3 SIMULATION OF FINANCIAL MARKETS 25
3.4 EMPIRICAL ANALYSIS 28
4 MAIN RESULTS 29
4.1 PAPER 1: INVESTIGATING THE ADOPTION DECISION 30
4.2 PAPER 2: THEORETICALLY ASSESSING STRUCTURAL BEHAVIORAL DIFFERENCES
30
4.3 PAPER 3: ASSESSING THE IMPACT ON THE MARKET OUTCOME BY SIMULATION 31
4.4 PAPER 4: EMPIRICALLY ASSESSING THE IMPACT ON TRADING BEHAVIOR 32
5 CONTRIBUTION TO THEORY AND PRACTICAL IMPLICATIONS 32
5./ CONTRIBUTION TO THEORY 33
5.2 PRACTICAL IMPLICATIONS 34
6 LIMITATIONS AND POTENTIAL FURTHER RESEARCH 36
6.1 LIMITATIONS 36
6.2 FUTURE RESEARCH 38
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1003507093
DIGITALISIERT DURCH |
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| isbn | 9783838201146 3838201140 |
| language | English |
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| title | Essays on algorithmic trading |
| title_auth | Essays on algorithmic trading |
| title_exact_search | Essays on algorithmic trading |
| title_full | Essays on algorithmic trading Markus Gsell |
| title_fullStr | Essays on algorithmic trading Markus Gsell |
| title_full_unstemmed | Essays on algorithmic trading Markus Gsell |
| title_short | Essays on algorithmic trading |
| title_sort | essays on algorithmic trading |
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