Concepedia

Algorithmic Trading

Algorithmic Trading is a systematic method of executing financial trades through predefined computational algorithms that automate decision-making, timing, and order execution in financial markets.

1.8K

Publications

97.3K

Citations

4K

Authors

1.5K

Institutions

Publications per year

2017–2026

884

Variants

Automated Trading

Parents

Children

Publications

1.8K

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations

, , +11

Price Momentum and Trading Volume

Charles M.C. Lee, Bhaskaran Swaminathan · The Journal of Finance · 2000 · 1.5K citations

, , +14

High-Frequency Trading and Price Discovery

Jonathan Brogaard, Terrence Hendershott, Ryan Riordan · Review of Financial Studies · 2014 · 1.2K citations · Full text

, , +14

Inferring Trade Direction from Intraday Data

Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 988 citations · Full text

, , +11

Generalization of backpropagation with application to a recurrent gas market model

Paul J. Werbos · Neural Networks · 1988 · 961 citations

, , +10

1–5 of 1.8K

Authors

4K

  1. SJ
    Sebastian Jaimungal

    University of Toronto, Canada

    20 publications · 837 citations

    15

    h-index

  2. DC
    Dave Cliff

    University of Bristol, United Kingdom

    18 publications · 494 citations

    14

    h-index

  3. ÁC
    Álvaro Cartea

    University of Oxford, United Kingdom

    17 publications · 714 citations

    14

    h-index

  4. MP
    Michael P. Wellman

    University of Michigan, United States

    12 publications · 438 citations

    12

    h-index

  5. TH
    Terrence Hendershott

    University of California, Berkeley, United States

    11 publications · 3.2K citations

    11

    h-index

1–5 of 4K

Institutions

1.5K

  1. University of Toronto

    Toronto, Canada

    22 h-index

    54 publications

    2.3K citations

  2. Cornell University

    Ithaca, United States

    21 h-index

    54 publications

    12.8K citations

  3. University of California, Berkeley

    Berkeley, United States

    19 h-index

    33 publications

    3.9K citations

  4. University of Oxford

    Oxford, United Kingdom

    19 h-index

    39 publications

    1.2K citations

  5. University College London

    London, United Kingdom

    18 h-index

    46 publications

    2.8K citations

  6. Massachusetts Institute of Technology

    Cambridge, United States

    17 h-index

    36 publications

    2.2K citations

  7. Copenhagen Business School

    Copenhagen, Denmark

    17 h-index

    28 publications

    1.5K citations

  8. Carnegie Mellon University

    Pittsburgh, United States

    16 h-index

    34 publications

    2.3K citations

1–8 of 1.5K

Venues

  1. SSRN Electronic Journal

    Repository · 197 publications · 7.7K citations

    46

    h-index

  2. Expert Systems with Applications

    75 publications · 5.5K citations

    42

    h-index

  3. IEEE Access

    32 publications · 1.4K citations

    22

    h-index

  4. arXiv (Cornell University)

    Repository · 39 publications · 1.7K citations

    20

    h-index

  5. The Journal of Finance

    20 publications · 9.1K citations

    20

    h-index

1–5