Lugli, Tommaso (A.A. 2022/2023) Reverse engineering of trading algorithms. Tesi di Laurea in Algorithmis, Luiss Guido Carli, relatore Irene Finocchi, pp. 77. [Bachelor's Degree Thesis]

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Abstract/Index

Algorithms and machine learning. What an algorithm is. What machine learning is. Machine learning algorithms. Trading and data. Fundamental and technical analysis. Types of data. In-depth analysis of chosen investment strategies. High-frequency trading algorithms. What high-frequency trading systems are. Main high-frequency trading systems’ characteristics. Main HFTs strategies. Effects on financial markets. Asset pricing modelling. Regulation of high-frequency trading. The ethics of high-frequency trading. Reverse engineering of trading algorithms. What reverse engineering is. Report and description of the code.

References

Bibliografia: pp. 60-71.

Thesis Type:	Bachelor's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair:	Algorithmis
Thesis Supervisor:	Finocchi, Irene
Academic Year:	2022/2023
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	02 Nov 2023 08:26
Last Modified:	02 Nov 2023 08:26
URI:	https://tesi.luiss.it/id/eprint/36843

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