Pairs Trading Using HFT in OMX Baltic Market.
Mantas VaitonisPublished in: Balt. J. Mod. Comput. (2017)
Keyphrases
- foreign exchange
- trading strategies
- futures market
- financial markets
- trading systems
- electronic markets
- market data
- agent mediated
- stock exchange
- trading agents
- stock data
- electricity markets
- stock market
- technical indicators
- selected papers
- stock price
- electronic commerce
- pairwise
- double auction
- test bed
- competitive market
- exchange rate
- trading rules
- early warning
- investment strategies
- dow jones
- market participants
- candidate pairs
- artificial intelligence
- human language technologies
- business transactions
- market share
- non stationary
- long term
- decision making