Concepedia

Algorithmic Trading In Commodities

Algorithmic Trading in Commodities is a computational trading methodology that automates the execution of commodity market transactions through predefined algorithmic rules, distinguished from conventional trading approaches by its reliance on mathematical models, high-frequency data processing, and systematic risk-control mechanisms to exploit price inefficiencies across commodity markets.

14

Publications

275

Citations

34

Authors

19

Institutions

Publications per year

2017–2026

7

Parents

Publications

14

The Return‐Implied Volatility Relation for Commodity ETFs

Chaiyuth Padungsaksawasdi, Robert T. Daigler · Journal of Futures Markets · 2013 · 41 citations

, , +15

A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics

Luyao Zhang, Tianyu Wu, Saad Lahrichi et al. · 2022 · 28 citations · Full text

, , +17

A survey of the application of soft computing to investment and financial trading

Bruce Vanstone, Clarence Tan · Bond University Research Portal (Bond University) · 2003 · 27 citations · Full text

, , +17

Periodicity in Cryptocurrency Volatility and Liquidity

Peter Reinhard Hansen, Chan Kim, Wade Kimbrough · Journal of Financial Econometrics · 2022 · 27 citations

, , +11

Algorithmic and high frequency trading in Asia-Pacific, now and the future

Hao Zhou, Petko S. Kalev · Pacific-Basin Finance Journal · 2018 · 24 citations

, , +12

1–5 of 14

Authors

34

  1. CL
    Camillo Lento

    Lakehead University, Canada

    1 publications · 11 citations

    1

    h-index

  2. PG
    Philip Garcia

    University of Illinois Urbana-Champaign, United States

    1 publications · 17 citations

    1

    h-index

  3. IK
    Ioannis Karkanis

    1 publications · 14 citations

    1

    h-index

  4. LZ
    Luyao Zhang

    Duke Kunshan University, China

    1 publications · 28 citations

    1

    h-index

  5. CP
    Chaiyuth Padungsaksawasdi

    Thammasat University, Thailand

    1 publications · 41 citations

    1

    h-index

1–5 of 34

Institutions

19

  1. Copenhagen Business School

    Copenhagen, Denmark

    2 h-index

    2 publications

    40 citations

  2. University of Tartu

    Tartu, Estonia

    1 h-index

    1 publications

    13 citations

  3. Florida International University

    Miami, United States

    1 h-index

    1 publications

    41 citations

  4. Northwestern University

    Laoag, Philippines

    1 h-index

    1 publications

    18 citations

  5. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    1 h-index

    2 publications

    54 citations

  6. University of South Australia

    Adelaide, Australia

    1 h-index

    1 publications

    24 citations

  7. Central University of Finance and Economics

    Beijing, China

    1 h-index

    1 publications

    11 citations

  8. Columbia University

    New York, United States

    1 h-index

    1 publications

    11 citations

1–8 of 19

Venues

  1. Journal of Futures Markets

    4 publications · 92 citations

    4

    h-index

  2. Journal of risk and financial management

    JRFM · 2 publications · 25 citations

    2

    h-index

  3. Applied Economics

    1 publications · 17 citations

    1

    h-index

  4. Pacific-Basin Finance Journal

    1 publications · 24 citations

    1

    h-index

  5. Computer law & security review

    1 publications · 13 citations

    1

    h-index

1–5