Decision Sciences
3 years ago

Algorithmic trading revolutionizes stock markets with predictive volume model.

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Theoretical and Practical Aspects of Algorithmic Trading
Jan Fränkle

Paper Summary

Algorithmic trading is a popular method in today's stock markets, where computers automatically execute trades using trading algorithms. This article discusses how these algorithms impact the market and how a model can predict trading volume throughout the day. The researchers focused on measuring market impact and predicting trading volume accurately.

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