Concepedia

Algorithmic trading review

Philip Treleaven, Michał Galas, Vidhi Lalchand

Communications of the ACM · 2013 · 129 citations · 5 references

DOI

Concepts

Abstract

The competitive nature of AT, the scarcity of expertise, and the vast profits potential, makes for a secretive community where implementation details are difficult to find.

References

5

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.5K citations

, , +17

Accelerating Compute-Intensive Applications with GPUs and FPGAs

Shuai Che, Jie Li, Jeremy W. Sheaffer et al. · 2008 · 317 citations

, , +17

Algorithmic Trading

Giuseppe Nuti, Mahnoosh Mirghaemi, Philip Treleaven et al. · Computer · 2011 · 96 citations

, , +9

Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck

Attilio Meucci · SSRN Electronic Journal · 2009 · 44 citations · Full text

, , +14

Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation

Peng Wang, Larry Kochard · SSRN Electronic Journal · 2011 · 12 citations · Full text

, , +16