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Impact of Computer Algorithms on High-Frequency Trading Strategies: An in-depth Analysis

  • Unique Paper ID: 172264
  • Volume: 11
  • Issue: 8
  • PageNo: 3425-3429
  • Abstract:
  • This innovative study explores how computer algorithms in high-frequency trading are revolutionizing the industry by elucidating complex market dynamics and highlighting their critical significance. Meticulous quantitative techniques shed light on the significant impact on systemic risks, liquidity provision, and market efficiency. The central idea is the integration of state-of-the-art machine learning into trading algorithms, which transforms decision-making and predictive modeling. The study offers insights to help create future policy frameworks while navigating ethical and regulatory obstacles. Setting the scene for a thorough comprehension of the quickly changing high-frequency trading strategy landscape is a detailed investigation of algorithmic supremacy and its socio-economic ramifications. The goal of this research is to present a thorough understanding of how computer algorithms are essential in forming and refining high- trading (HFT) strategies in the context of financial markets. Technological developments in the last few years have driven the financial sector into an era where algorithmic trading, particularly in HFT, is the norm. This article's goal is to clarify the complex relationship between HFT techniques and computer algorithms and examine how it affects market efficiency, liquidity, and overall financial stability. The study explores the complex structure and operation of the computer algorithms used in HFT and looks at how quickly and efficiently they can handle large volumes of data. It looks into how adaptable these algorithms are, highlighting how they may take advantage of short-lived arbitrage possibilities and react quickly to changes in the market. Additionally, the research delves into the incorporation of artificial intelligence and machine learning methodologies into HFT algorithms, emphasizing their potential to augment predictive modeling and decision-making procedures. The essay explores ethical and legal concerns surrounding computer algorithms in High-Frequency Trading (HFT), focusing on systemic hazards and market manipulation. It provides insights for academics, financial practitioners, and policymakers, aiming to guide the advancement of algorithmic trading technology for investor protection and market efficiency. Source: Bloomberg, Reuters, and McKinsey
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Cite This Article

  • ISSN: 2349-6002
  • Volume: 11
  • Issue: 8
  • PageNo: 3425-3429

Impact of Computer Algorithms on High-Frequency Trading Strategies: An in-depth Analysis

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Impact Factor
8.01 (Year 2024)
UGC Approved
Journal no 47859

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