Karn, Arodh Lal (2020) Alpha Testing the Event Trading Strategy in High Frequency Trading. B P International. ISBN 978-93-90431-83-0
Full text not available from this repository.Abstract
This chapter revisits topics like “machines are the new breed of traders as news sentiment arrivals
drive the stock price change. Strategies are the technical approach to search for profit from events
based speculations” in a novel way and first uncovers distinctive characteristics of high frequency
trading in Helsinki stock exchange insinuating the impression on positive recovers of event trading.
Here we find better prediction by the incorporation of news on returns that proposed event trading
strategy has significant effects on Finnish stock. This chapter contributes to the con temporarily
embarked, upgrading form of practical paperwork on the take of news events in high economic
science.
| Item Type: | Book |
|---|---|
| Subjects: | Eprint Open STM Press > Social Sciences and Humanities |
| Depositing User: | Unnamed user with email admin@eprint.openstmpress.com |
| Date Deposited: | 21 Dec 2023 10:55 |
| Last Modified: | 21 Dec 2023 10:55 |
| URI: | http://library.go4manusub.com/id/eprint/1672 |
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