The Control Strategies for High Frequency Algorithmic Trading
Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Title of host publication | 2018 IEEE 4th International Conference on Control Science and Systems Engineering (ICCSSE) |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. |
| Pages | 49-52 |
| Number of pages | 4 |
| ISBN (electronic) | 978-1-5386-7887-9 |
| Publication status | Published - Aug 2018 |
Publication series
| Name | IEEE International Conference on Control Science and Systems Engineering (ICCSSE) |
|---|---|
| Publisher | IEEE |
Conference
| Title | 2018 IEEE 4th International Conference on Control Science and Systems Engineering, ICCSSE 2018 |
|---|---|
| Location | Huazhong University of Science and Technology |
| Place | China |
| City | Wuhan |
| Period | 21 - 23 August 2018 |
Link(s)
Abstract
High Frequency Algorithmic Trading has developed rapidly in recent years as the disruptive information technology such as deep learning emerges. So, do the public concerns about the security and reliability of the algorithmic trading in stock markets as well. Taking advantage of the highly fluctuated trading data, the automated methods of trading have evolved accordingly. This article first reviews the existing literature on algorithmic trading, electronic trading, and high frequency trading. The most important underlying control strategy and mechanism of high frequency algorithmic trading is named 'market maker' in stock market. Accordingly, we analyze the fundamental characteristics and functions of market maker in trading and illustrate several control strategies in high frequency algorithmic trading. Our work open the door for the design of sophisticated automated control strategies for financial markets, which are fundamentally different from those for traditional physical systems such as air traffic control system.
Research Area(s)
- algorithmic trading, control strategy, finanical market, high frequency trading
Citation Format(s)
The Control Strategies for High Frequency Algorithmic Trading. / Jia, Xinying; Keung Lau, Raymond Yiu.
2018 IEEE 4th International Conference on Control Science and Systems Engineering (ICCSSE). Institute of Electrical and Electronics Engineers, Inc., 2018. p. 49-52 8724810 (IEEE International Conference on Control Science and Systems Engineering (ICCSSE)).
2018 IEEE 4th International Conference on Control Science and Systems Engineering (ICCSSE). Institute of Electrical and Electronics Engineers, Inc., 2018. p. 49-52 8724810 (IEEE International Conference on Control Science and Systems Engineering (ICCSSE)).
Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review
