scholarly journals A Parallel Workflow for Real-time Correlation and Clustering of High-Frequency Stock Market Data

2007 ◽  
Author(s):  
Camilo Rostoker ◽  
Alan Wagner ◽  
Holger Hoos
Keyword(s):  
Stock Market ◽  
Real Time ◽  
High Frequency ◽  
Time Correlation ◽  
Market Data ◽  
Parallel Workflow

Contingent Rule: Information Aesthetic, Performance and Hypermediacy

Leonardo ◽  
2011 ◽  
Vol 44 (3) ◽  
pp. 286-287 ◽  
Author(s):  
Eung Suk Kim ◽  
Joonsung Yoon
Keyword(s):  
Stock Market ◽  
Real Time ◽  
Information Visualization ◽  
Market Data ◽  
The Real ◽  
Proposed Model ◽  
Aesthetic Performance

This paper proposes a model of information aesthetic performance in the context of hypermediacy. It addresses the need to consider the features of performance in recently emerging information visualization artwork. By analyzing an artwork, the real-time stock market data-based Contingent Rule, the authors discuss aesthetic effects of performance as well as information visualization. The proposed model could contribute to a better understanding of information visualization in terms of Jay David Bolter and Richard Grusin's ‘hypermediacy.’ This research provides a new guideline for reviewing information visualization.

Can Humans Dance with Machines?

2017 ◽  
Author(s):  
Irene Aldridge
Keyword(s):  
Data Analysis ◽  
Real Time ◽  
High Frequency ◽  
High Frequency Trading ◽  
Market Data ◽  
The Real ◽  
Market Participants

This chapter examines high-frequency trading (HFT), including core groups of strategies and resulting impacts. Using order-by-order market data analysis, the chapter shows that much of what is often construed to be useless noise of order cancellations actually represents meaningful order revisions, part of the real-time market bargaining. The chapter further shows that a small fraction of the order cancellations are a product of purely toxic liquidity. Market participants of different frequencies tend to react differently to such toxic orders, with higher-frequency traders largely ignoring and lower-frequency investors interacting with toxic liquidity.

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