ML-QuantSubscribe

RePEcTrading, Microstructure & Execution

Intraday Profitability in Algorithmic Trading

A study reveals that algorithmic traders profit while non-algorithmic traders lose, with market volatility causing contrasting trading behaviors.

Featured in No. 20 on 12 Oct 2023 · on release day

Released
12 Oct 2023
First featured
No. 20 · 12 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
29
Identifier
RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003334

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page