Algorithmic trading: how high frequency algorithms can improve market efficiency and reduce arbitrage opportunities
Cavallone, Dario (A.A. 2018/2019) Algorithmic trading: how high frequency algorithms can improve market efficiency and reduce arbitrage opportunities. Tesi di Laurea in Computational tools for finance, Luiss Guido Carli, relatore Valerio Marchisio, pp. 92. [Master's Degree Thesis]
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Abstract/Index
Historical background and theoretical framework. The rise of algorithmic trading: theoretical aspects. Algo trading and regulation. MiFID II. Empirical evidence of price efficiency. Rotman interactive trader (RIT). Conclusions and personal views.
References
Bibliografia: pp. 71-72.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Computational tools for finance |
| Thesis Supervisor: | Marchisio, Valerio |
| Thesis Co-Supervisor: | Barone, Emilio |
| Academic Year: | 2018/2019 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 11 Sep 2020 08:09 |
| Last Modified: | 11 Sep 2020 08:09 |
| URI: | https://tesi.luiss.it/id/eprint/27133 |
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