Smart Technology for Big Data

M Blake - The Journal of Trading (Retired), 2013 - jot.pm-research.com
This article provides an underlying structure for managing the big data phenomenon.
Innovations and tools fundamental to handling big data are highlighted, and we look at how …

[PDF][PDF] A multi agent system for real time adaptive smart order routing in nondisplayed financial venues (dark pools)

AA Adhami - School of Informatics University of Edinburgh, 2010 - Citeseer
The increase in electronic financial trading venues, fuelled by recent regulatory directives,
opened up the space for more choice in the market. No longer is the main primary …

Trading Costs and Execution Strategies in Emerging Markets

M Humphery‐Jenner, E Wu - Market Microstructure in …, 2013 - Wiley Online Library
This chapter discusses the high trading costs that can arise in emerging markets and
considers ways to ameliorate those transaction costs. Transaction costs might be high in …

[PDF][PDF] An Empirical Investigation of Price Impact: An Agent-based Modelling Approach

W Cui, ME Hon, A Brabazon - 2012 - ncra.ucd.ie
Understanding price impact is a fundamental task in finance. Many execution algorithms,
used to execute a large order by dividing and spreading it over time, are based on price …

[CITATION][C] Dark Pools–schwarze Goldgrube der Betreiber?: Eine Untersuchung verdeckter Liquiditätsplattformen im deutschen Aktienhandel

S Seibert - 2012 - GRIN Verlag