Developing High-Frequency Foreign Exchange Trading Systems

SSRN Electronic Journal ◽

10.2139/ssrn.2132390 ◽

2012 ◽

Cited By ~ 3

Author(s):

Bruce James Vanstone ◽

Tobias Hahn ◽

Gavin Finnie

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Trading Systems ◽

Foreign Exchange Trading

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Sliding window-based analysis of multiple foreign exchange trading systems by using soft computing techniques

2014 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2014.6889874 ◽

2014 ◽

Cited By ~ 5

Author(s):

Rodrigo F. B. de Brito ◽

Adriano L. I. Oliveira

Keyword(s):

Foreign Exchange ◽

Soft Computing ◽

Sliding Window ◽

Trading Systems ◽

Soft Computing Techniques ◽

Foreign Exchange Trading

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High Frequency Foreign Exchange Trading Strategies Based on Genetic Algorithms

2010 Second International Conference on Networks Security, Wireless Communications and Trusted Computing ◽

10.1109/nswctc.2010.234 ◽

2010 ◽

Cited By ~ 4

Author(s):

Hua Zhang ◽

Ruoen Ren

Keyword(s):

Genetic Algorithms ◽

Foreign Exchange ◽

High Frequency ◽

Trading Strategies ◽

Foreign Exchange Trading

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Computational Visual Analysis of the Order Book Dynamics for Creating High-frequency Foreign Exchange Trading Strategies

Procedia Computer Science ◽

10.1016/j.procs.2015.05.290 ◽

2015 ◽

Vol 51 ◽

pp. 1593-1602 ◽

Cited By ~ 3

Author(s):

Javier Sandoval ◽

Germán Hernández

Keyword(s):

Foreign Exchange ◽

High Frequency ◽

Visual Analysis ◽

Trading Strategies ◽

Order Book ◽

Foreign Exchange Trading

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High-frequency oil-foreign-exchange interdependence

The Journal of Energy Markets ◽

10.21314/jem.2011.064 ◽

2011 ◽

Vol 4 (3) ◽

pp. 33-45

Author(s):

Enzo Weber

Keyword(s):

Foreign Exchange ◽

High Frequency

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Dealer behavior and trading systems in foreign exchange markets

Journal of Financial Economics ◽

10.1016/j.jfineco.2004.08.001 ◽

2005 ◽

Vol 75 (3) ◽

pp. 571-605 ◽

Cited By ~ 152

Author(s):

Geir Høidal Bjønnes ◽

Dagfinn Rime

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Trading Systems ◽

Exchange Markets

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Lessons from the evolution of foreign exchange trading strategies

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2013.05.029 ◽

2013 ◽

Vol 37 (10) ◽

pp. 3783-3798 ◽

Cited By ~ 31

Author(s):

Christopher J. Neely ◽

Paul A. Weller

Keyword(s):

Foreign Exchange ◽

Trading Strategies ◽

Foreign Exchange Trading

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Dealer Behavior and Trading Systems in Foreign Exchange Markets

SSRN Electronic Journal ◽

10.2139/ssrn.560301 ◽

2000 ◽

Author(s):

Geir Hoidal Bjonnes ◽

Dagfinn Rime

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Markets ◽

Trading Systems ◽

Exchange Markets

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Is Arch Useful in High Frequency Foreign Exchange Applications?

SSRN Electronic Journal ◽

10.2139/ssrn.356521 ◽

2003 ◽

Cited By ~ 1

Author(s):

Brad Jones

Keyword(s):

Foreign Exchange ◽

High Frequency

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One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System

10.3386/t0179 ◽

1995 ◽

Cited By ~ 36

Author(s):

Charles Goodhart ◽

Takatoshi Ito ◽

Richard Payne

Keyword(s):

Foreign Exchange ◽

Trading System ◽

Foreign Exchange Trading

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The market impact of high-frequency trading systems and potential regulation

Law and Financial Markets Review ◽

10.1080/17521440.2017.1336397 ◽

2017 ◽

Vol 11 (1) ◽

pp. 13-19

Author(s):

Tim Klaus ◽

Brian Elzweig

Keyword(s):

High Frequency ◽

High Frequency Trading ◽

Market Impact ◽

Trading Systems

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