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RePEcTrading, Microstructure & Execution

Algorithmic Trading Strategies

Trading algorithms, both symmetric and asymmetric, are tested on stablecoin markets using machine learning to determine profit margins, with the asymmetric algorithm performing better in unbalanced markets.

Featured in No. 76 on 27 Nov 2024 · on release day

Released
27 Nov 2024
First featured
No. 76 · 27 Nov 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10532-x

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

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