Can algorithmic trading beat the market? : An experiment with S&P 500, FTSE 100, OMX Stockholm 30 Index
The research at hand aims to define effectiveness of algorithmic trading, comparing with different benchmarks represented by several types of indexes. How big returns can be gotten by algorithmic trading, taking into account the costs of informational and trading infrastructure needed for robot trad...
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| Format: | Others |
| Language: | English |
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Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics
2012
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-19495 |