Federal market information technology in the post flash crash era: roles for supercomputing

EW Bethel, D Leinweber, O Rübel, K Wu - Proceedings of the fourth …, 2011 - dl.acm.org
This paper describes collaborative work between active traders, regulators, economists, and
supercomputing researchers to replicate and extend investigations of the Flash Crash and …

Hedge funds: Statistical arbitrage, high frequency trading and their consequences for the environment of businesses

J Morgan - critical perspectives on international business, 2013 - emerald.com
Purpose–The paper's aim is to explore the impact of statistical arbitrage and high-frequency
trading as hedge fund investment strategies that have a significant impact on the …

An epidemiology of big data

JM Young - 2014 - search.proquest.com
Federal legislation designed to transform the US healthcare system and the emergence of
mobile technology are among the common drivers that have contributed to a data explosion …

Fintech Codgers look back 25 years

D Leinweber - Available at SSRN 3124696, 2017 - papers.ssrn.com
Fintech Codgers Look Back 25 Years by David Leinweber :: SSRN Skip to main content Not
Available for Download Add Paper to My Library Share: Permalink Using these links will …

[PDF][PDF] " The impact of high-frequency trading on the volatility of the financial markets.

J Peti, L Iania - dial.uclouvain.be
ABSTRACT A new phenomenon has appeared on the financial markets these past years:
high-frequency trading. This technique, which mainly consists of selling and buying stocks at …

[PDF][PDF] Towards a political economy of algorithms: High‑frequency trading and the efficient market hypothesis

M Ratajczak - Digital Ecosystems - academia.edu
Algorithms have become an object of research of growing importance in media and
technology studies in recent years not only for a theoretical, but also a politically oriented …

[CITATION][C] " Fintech Codgers Look Back 25 Years

D Leinweber