Name
Abstract | ||
|---|---|---|
In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the trading process: pretrade analysis (data analysis), trading signal generation (buy and sell recommendations), and trade execution. Trade execution is further divided into agency/broker execution (when a system optimizes the execution of a trade on behalf of a client) and principal/proprietary trading (where an institution trades on its own account). Each stage of this trading process can be conducted by humans, by humans and algorithms, or fully by algorithms. |
Year | DOI | Venue |
|---|---|---|
2011 | 10.1109/MC.2011.31 | IEEE Computer |
Keywords | DocType | Volume |
data analysis,electronic commerce,financial data processing,agency-broker execution,algorithmic trading process,computer program,data analysis,electronic financial market,pretrade analysis,principal-proprietary trading,trade execution,trading signal generation,Algorithmic trading,Black-box trading,Electronic trading,Smart order routing | Journal | 44 |
Issue | ISSN | Citations |
11 | 0018-9162 | 10 |
PageRank | References | Authors |
1.01 | 0 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Giuseppe Nuti | 1 | 10 | 1.01 |
| Mahnoosh Mirghaemi | 2 | 10 | 1.01 |
| Philip Treleaven | 3 | 33 | 13.08 |
| chaiyakorn yingsaeree | 4 | 14 | 2.44 |