Concepedia

Algorithmic Trading Analytics

Algorithmic Trading Analytics is a specialized domain of financial analytics that employs computational algorithms and statistical models to analyze and optimize automated trading strategies by systematically evaluating high-frequency market data, execution performance, and risk-return trade-offs inherent in algorithm-driven market participation.

186

Publications

11.9K

Citations

539

Authors

290

Institutions

Publications per year

2017–2026

115

Parents

Children

Publications

186

Inferring Trade Direction from Intraday Data

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

, , +11

Inferring Trade Direction from Intraday Data

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

, , +11

Mapping the NFT revolution: market trends, trade networks, and visual features

Scientific Reports · 2021 · 619 citations · Full text

, , +13

Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

João Nobre, Rui Neves · Expert Systems with Applications · 2019 · 289 citations

, , +14

Does Simple Pairs Trading Still Work?

Binh Do, Robert W. Faff · Financial Analysts Journal · 2010 · 230 citations

, , +10

1–5 of 186

Authors

539

  1. LM
    Luca Maria Aiello

    University of Turin, Italy

    3 publications · 292 citations

    3

    h-index

  2. LA
    Laura Alessandretti

    Technical University of Denmark, Denmark

    3 publications · 292 citations

    3

    h-index

  3. AS
    Andriy Shkilko

    Wilfrid Laurier University, Canada

    3 publications · 117 citations

    3

    h-index

  4. AB
    Andrea Baronchelli

    City, University of London, United Kingdom

    3 publications · 292 citations

    3

    h-index

  5. BC
    Bidisha Chakrabarty

    Saint Louis University, United States

    3 publications · 117 citations

    3

    h-index

1–5 of 539

Institutions

290

  1. University College London

    London, United Kingdom

    6 h-index

    7 publications

    673 citations

  2. South China University of Technology

    Guangzhou, China

    4 h-index

    11 publications

    316 citations

  3. Cornell University

    Ithaca, United States

    4 h-index

    4 publications

    3.2K citations

  4. Chinese Academy of Sciences

    Beijing, China

    4 h-index

    11 publications

    356 citations

  5. Princeton University

    Princeton, United States

    3 h-index

    8 publications

    229 citations

  6. University of Johannesburg

    Johannesburg, South Africa

    3 h-index

    6 publications

    186 citations

  7. Wilfrid Laurier University

    Waterloo, Canada

    3 h-index

    3 publications

    117 citations

  8. University of Virginia

    Charlottesville, United States

    3 h-index

    10 publications

    352 citations

1–8 of 290

Venues

  1. Expert Systems with Applications

    18 publications · 1.4K citations

    17

    h-index

  2. SSRN Electronic Journal

    Repository · 12 publications · 326 citations

    11

    h-index

  3. Applied Soft Computing

    6 publications · 263 citations

    6

    h-index

  4. Finance research letters

    5 publications · 163 citations

    5

    h-index

  5. Decision Support Systems

    3 publications · 78 citations

    3

    h-index

1–5