Order Imbalance Based Strategy in High Frequency Algorithmic Trading
Author(s):
Mrs. S. P. Mone, Udayraj Mahajan, Abhijay Metekar, Kimaya Nesarikar
Keywords:
Algorithmic trading, financial market, High frequency trading, Order imbalance based strategy.
Abstract
Algorithmic trading, which is also called automated trading, uses a computer program that follows a defined set of instructions (an algorithm) to place a trade. Algorithmic trading can generate profits at a speed and frequency that is impossible for a human trader. Algo-trading renders markets more liquid and trading more systematic by ruling out the impact of human emotions on trading activities.
Article Details
Unique Paper ID: 153541
Publication Volume & Issue: Volume 8, Issue 7
Page(s): 500 - 502
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