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Publications (3)2.89 Total impact

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    ABSTRACT: In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the trading process: pretrade analysis (data analysis), trading signal generation (buy and sell recommendations), and trade execution. Trade execution is further divided into agency/broker execution (when a system optimizes the execution of a trade on behalf of a client) and principal/proprietary trading (where an institution trades on its own account). Each stage of this trading process can be conducted by humans, by humans and algorithms, or fully by algorithms.
    Computer 12/2011; 44(11-44):61 - 69. DOI:10.1109/MC.2011.31 · 1.44 Impact Factor
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    ABSTRACT: Banks and investment funds are increasingly basing their competitiveness on the quality of their quantitative technology, including programming techniques, analytical methods, and applications such as financial forecasting, option pricing, and risk management, which are all essential elements of the field of computational finance.
    Computer 01/2011; 43(12-43):36 - 43. DOI:10.1109/MC.2010.343 · 1.44 Impact Factor