Algorithmic trading (English Wikipedia)

Rekenthaler, John (February–March 2011). "The Weighting Game, and Other Puzzles of Indexing" (PDF). Morningstar Advisor. pp. 52–56 [56]. Archived from the original (PDF) on July 29, 2013. Retrieved March 26, 2013.

cuny.edu (Global: 2,137^th place; English: 1,474^th place)

spider.sci.brooklyn.cuny.edu

"Agent-Human Interactions in the Continuous Double Auction" (PDF), IBM T.J.Watson Research Center, August 2001

cutterassociates.com (Global: low place; English: low place)

James E. Hollis (September 2013). "HFT: Boon? Or Impending Disaster?" (PDF). Cutter Associates. Archived from the original (PDF) on July 1, 2015. Retrieved July 1, 2014.

doi.org (Global: 2^nd place; English: 2^nd place)

Ansari, Yasmeen; Yasmin, Sadaf; Naz, Sheneela; Zaffar, Hira; Ali, Zeeshan; Moon, Jihoon; Rho, Seungmin (2022). "A Deep Reinforcement Learning-Based Decision Support System for Automated Stock Market Trading". IEEE Access. 10: 127469–127501. doi:10.1109/ACCESS.2022.3226629. ISSN 2169-3536.
Adegboye, Adesola; Kampouridis, Michael; Otero, Fernando (June 1, 2023). "Algorithmic trading with directional changes". Artificial Intelligence Review. 56 (6): 5619–5644. doi:10.1007/s10462-022-10307-0. ISSN 1573-7462.
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan (August 1, 2014). "High-Frequency Trading and Price Discovery". The Review of Financial Studies. 27 (8): 2267–2306. doi:10.1093/rfs/hhu032. hdl:10419/154035. ISSN 0893-9454.
Sornette (2003), "Critical Market Crashes", Physics Reports, 378 (1): 1–98, arXiv:cond-mat/0301543, Bibcode:2003PhR...378....1S, doi:10.1016/S0370-1573(02)00634-8, S2CID 12847333, archived from the original on May 3, 2010
He, Yan (2022). "Decimal Trading in the U.S. Stock Markets". In Lee, Cheng-Few; Lee, Alice C. (eds.). Encyclopedia of Finance. Springer. pp. 719–722. doi:10.1007/978-3-030-91231-4_17. ISBN 978-3-030-91231-4.
Gjerstad, Steven; Dickhaut, John (January 1998), "Price Formation in Double Auctions, Games and Economic Behavior, 22(1):1–29", S. Gjerstad and J. Dickhaut, vol. 22, no. 1, pp. 1–29, doi:10.1006/game.1997.0576
Leshik, Edward A; Cralle, Jane, eds. (January 2, 2012). An Introduction to Algorithmic Trading: Basic to Advanced Strategies (1 ed.). Wiley. doi:10.1002/9781119206033. ISBN 978-0-470-68954-7.
Kissell, Robert (June 30, 2006). "The Expanded Implementation Shortfall: Understanding Transaction Cost Components". The Journal of Trading. 1 (3): 6–16. doi:10.3905/jot.2006.644083. ISSN 1559-3967.
Petajisto, Antti (2011). "The index premium and its hidden cost for index funds" (PDF). Journal of Empirical Finance. 18 (2): 271–288. doi:10.1016/j.jempfin.2010.10.002. Retrieved March 26, 2013.
Sattarov, Otabek; Muminov, Azamjon; Lee, Cheol Won; Kang, Hyun Kyu; Oh, Ryumduck; Ahn, Junho; Oh, Hyung Jun; Jeon, Heung Seok (January 1, 2020). "Recommending Cryptocurrency Trading Points with Deep Reinforcement Learning Approach". Applied Sciences. 10 (4): 1506. doi:10.3390/app10041506. ISSN 2076-3417.
Shen, Jackie (2013). "A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD)". SSRN. arXiv:1309.5046. doi:10.2139/ssrn.2327835.
Maneesilp, K.; Prasatkaew, C. (November 1, 2014). "Price Pattern Detection Using Finite State Machine with Fuzzy Transitions". 2014 IEEE 11th International Conference on e-Business Engineering. pp. 126–130. doi:10.1109/ICEBE.2014.31. ISBN 978-1-4799-6563-2.
Kenett, Dror Y.; Stanley, H. Eugene; Ben-Jacob, Eshel (July 2, 2013). "How High Frequency Trading Affects a Market Index". Scientific Reports. 3 2110. Bibcode:2013NatSR...3.2110K. doi:10.1038/srep02110. PMC 3743071. PMID 23817553.
Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld. (2010), "Does Algorithmic Trading Improve Liquidity?", Journal of Finance, 66: 1–33, doi:10.1111/j.1540-6261.2010.01624.x, hdl:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, SSRN 1100635{{citation}}: CS1 maint: multiple names: authors list (link)
Diaz, David; Theodoulidis, Babis (January 10, 2012). "Financial Markets Monitoring and Surveillance: A Quote Stuffing Case Study". doi:10.2139/ssrn.2193636. S2CID 166680108. SSRN 2193636. {{cite journal}}: Cite journal requires |journal= (help)
Saar, Gideon; Hasbrouck, Joel (May 22, 2013). "Low-Latency Trading". doi:10.2139/ssrn.1695460. S2CID 219368985. SSRN 1695460. {{cite journal}}: Cite journal requires |journal= (help)
Preis, T.; Paul, W.; Schneider, J. J. (2008), "Fluctuation patterns in high-frequency financial asset returns", EPL, 82 (6) 68005, Bibcode:2008EL.....8268005P, doi:10.1209/0295-5075/82/68005, S2CID 56283521
Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J. (2010), "HENDERSHOTT, TERRENCE, CHARLES M. JONES, AND ALBERT J. MENKVELD. Does Algorithmic Trading Improve Liquidity?" (PDF), Journal of Finance, 66: 1–33, CiteSeerX 10.1.1.105.7253, doi:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, archived from the original (PDF) on July 16, 2010
Farmer, J. Done (November 1999). "Physicists attempt to scale the ivory towers of finance". Computing in Science & Engineering. 1 (6): 26–39. arXiv:adap-org/9912002. Bibcode:1999CSE.....1f..26D. doi:10.1109/5992.906615. S2CID 9058415.

economist.com (Global: 254^th place; English: 236^th place)

"Business and finance". The Economist. Archived from the original on June 22, 2008. Retrieved April 18, 2007.
"Business and finance". The Economist.
"Algorithmic trading, Ahead of the tape", The Economist, vol. 383, no. June 23, 2007, p. 85, June 21, 2007
"Business and finance". The Economist.
"Moving markets". Retrieved January 20, 2015.

elsevier.com (Global: 610^th place; English: 704^th place)

Kissell, Robert (September 4, 2020), Algorithmic Trading Methods, Elsevier Science, ISBN 978-0-12-815630-8

europa.eu (Global: 68^th place; English: 117^th place)

eur-lex.europa.eu

"COMMISSION DELEGATED REGULATION (EU) 2017/589" (PDF). EUR-Lex.europa.eu. March 11, 2017. Retrieved August 15, 2025.

fa-mag.com (Global: low place; English: low place)

"High-Frequency Firms Tripled Trades in Stock Rout, Wedbush Says". Bloomberg/Financial Advisor. August 12, 2011. Retrieved March 26, 2013.

fixglobal.com (Global: low place; English: low place)

FIXatdl – An Emerging Standard Archived March 5, 2020, at the Wayback Machine, FIXGlobal, December 2009

forbes.com (Global: 54^th place; English: 48^th place)

Siedle, Ted (March 25, 2013). "Americans Want More Social Security, Not Less". Forbes. Retrieved March 26, 2013.

ft.com (Global: 210^th place; English: 157^th place)

ft.com

FT.com (April 3, 2014). "Fierce competition forces 'flash' HFT firms into new markets".
"City trusts computers to keep up with the news". Financial Times.

search.ft.com

Skypala, Pauline (October 2, 2006). "Enter algorithmic trading systems race or lose returns, report warns". The Financial Times. Archived from the original on October 30, 2007.

ftknowledge.com (Global: low place; English: low place)

"Trading with the help of 'guerrillas' and 'snipers'" (PDF), Financial Times, March 19, 2007, archived from the original (PDF) on October 7, 2009

fxf1.com (Global: low place; English: low place)

dl.fxf1.com

Willis, Andrew (2001). "The Insiders Guide to Trading the World Stock Markets" (PDF). Archived from the original (PDF) on September 24, 2021.

gov.uk (Global: 432^nd place; English: 278^th place)

"Future of computer trading". GOV.UK. October 23, 2012.

handle.net (Global: 102^nd place; English: 76^th place)

hdl.handle.net

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan (August 1, 2014). "High-Frequency Trading and Price Discovery". The Review of Financial Studies. 27 (8): 2267–2306. doi:10.1093/rfs/hhu032. hdl:10419/154035. ISSN 0893-9454.
Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld. (2010), "Does Algorithmic Trading Improve Liquidity?", Journal of Finance, 66: 1–33, doi:10.1111/j.1540-6261.2010.01624.x, hdl:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, SSRN 1100635{{citation}}: CS1 maint: multiple names: authors list (link)

harvard.edu (Global: 18^th place; English: 17^th place)

ui.adsabs.harvard.edu

Sornette (2003), "Critical Market Crashes", Physics Reports, 378 (1): 1–98, arXiv:cond-mat/0301543, Bibcode:2003PhR...378....1S, doi:10.1016/S0370-1573(02)00634-8, S2CID 12847333, archived from the original on May 3, 2010
Kenett, Dror Y.; Stanley, H. Eugene; Ben-Jacob, Eshel (July 2, 2013). "How High Frequency Trading Affects a Market Index". Scientific Reports. 3 2110. Bibcode:2013NatSR...3.2110K. doi:10.1038/srep02110. PMC 3743071. PMID 23817553.
Preis, T.; Paul, W.; Schneider, J. J. (2008), "Fluctuation patterns in high-frequency financial asset returns", EPL, 82 (6) 68005, Bibcode:2008EL.....8268005P, doi:10.1209/0295-5075/82/68005, S2CID 56283521
Farmer, J. Done (November 1999). "Physicists attempt to scale the ivory towers of finance". Computing in Science & Engineering. 1 (6): 26–39. arXiv:adap-org/9912002. Bibcode:1999CSE.....1f..26D. doi:10.1109/5992.906615. S2CID 9058415.

heinonline.org (Global: 3,322^nd place; English: 1,897^th place)

Balp, Gaia; Strampelli, Giovanni (2018). "Preserving Capital Markets Efficiency in the High-Frequency Trading Era". University of Illinois Journal of Law, Technology & Policy. 2018: 349.
Borelli, Mark (2001). "Market Making in the Electronic Age". heinonline.org. Retrieved June 26, 2024.

hp.com (Global: 3,975^th place; English: 2,687^th place)

hpl.hp.com

"Minimal Intelligence Agents for Bargaining Behaviours in Market-Based Environments, Hewlett-Packard Laboratories Technical Report 97-91", D. Cliff, August 1997, archived from the original on September 24, 2015, retrieved December 21, 2011

iht.com (Global: 1,663^rd place; English: 1,167^th place)

"Citigroup to expand electronic trading capabilities by buying Automated Trading Desk", The Associated Press, International Herald Tribune, July 2, 2007, retrieved July 4, 2007
The Associated Press, July 2, 2007 Citigroup to expand electronic trading capabilities by buying Automated Trading Desk, accessed July 4, 2007

indexuniverse.eu (Global: low place; English: low place)

Amery, Paul (November 11, 2010). "Know Your Enemy". IndexUniverse.eu. Retrieved March 26, 2013.

investopedia.com (Global: 1,135^th place; English: 859^th place)

"Quote Stuffing Definition". Investopedia. Retrieved October 27, 2014.

iosco.org (Global: low place; English: low place)

TECHNICAL COMMITTEE OF THE INTERNATIONAL ORGANIZATION OF SECURITIES COMMISSIONS (July 2011), "Regulatory Issues Raised by the Impact of Technological Changes on Market Integrity and Efficiency" (PDF), IOSCO Technical Committee, retrieved July 12, 2011

jmest.org (Global: low place; English: low place)

Oladimeji, Ismaila W.; Folasade, Ismaila M. (April 1, 2016). "Forecasting Shares Trading Signals With Finite State Machine Variant" (PDF). Journal of Multidisciplinary Engineering Science and Technology. 3 (4). ISSN 2458-9403.

kb.se (Global: 564^th place; English: 1,445^th place)

urn.kb.se

Hult, Henrik; Kiessling, Jonas (2010), Algorithmic trading with Markov chains, Trita-MAT. MA (8 ed.), Stockholm: KTH: KTH, p. 45, ISBN 978-91-7415-741-3, ISSN 1401-2278, retrieved June 26, 2024

kit.edu (Global: 6,505^th place; English: 9,776^th place)

methods.stat.kit.edu

"The Application of Pairs Trading to Energy Futures Markets" (PDF).

knight.com (Global: low place; English: low place)

Knight Capital Group Provides Update Regarding August 1st Disruption To Routing In NYSE-listed Securities Archived August 4, 2012, at the Wayback Machine

latimes.com (Global: 22^nd place; English: 19^th place)

Popper, Nathaniel (October 1, 2010). "$4.1-billion trade set off Wall Street 'flash crash,' report finds". Los Angeles Times.

marketsmedia.com (Global: low place; English: low place)

"U.K. Foresight Study Slammed For HFT 'Bias'". Markets Media. October 30, 2012. Retrieved November 2, 2014.

martinhilbert.net (Global: low place; English: low place)

"How Complexity and Uncertainty Grew with Algorithmic Trading". MartinHilbert.net. Retrieved April 24, 2025.
"Large-Scale Communication is More Complex and Unpredictable with Automated Bots". MartinHilbert.net. Retrieved April 24, 2025.

nasdaq.com (Global: 2,740^th place; English: 2,050^th place)

listingcenter.nasdaq.com

"Rules | The Nasdaq Stock Market". Nasdaq. November 23, 2020. Retrieved March 29, 2024.

nbn-resolving.de (Global: 3,251^st place; English: 7,630^th place)

Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld. (2010), "Does Algorithmic Trading Improve Liquidity?", Journal of Finance, 66: 1–33, doi:10.1111/j.1540-6261.2010.01624.x, hdl:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, SSRN 1100635{{citation}}: CS1 maint: multiple names: authors list (link)

nih.gov (Global: 4^th place; English: 4^th place)

ncbi.nlm.nih.gov

Kenett, Dror Y.; Stanley, H. Eugene; Ben-Jacob, Eshel (July 2, 2013). "How High Frequency Trading Affects a Market Index". Scientific Reports. 3 2110. Bibcode:2013NatSR...3.2110K. doi:10.1038/srep02110. PMC 3743071. PMID 23817553.

pubmed.ncbi.nlm.nih.gov

Kenett, Dror Y.; Stanley, H. Eugene; Ben-Jacob, Eshel (July 2, 2013). "How High Frequency Trading Affects a Market Index". Scientific Reports. 3 2110. Bibcode:2013NatSR...3.2110K. doi:10.1038/srep02110. PMC 3743071. PMID 23817553.

nii.ac.jp (Global: 304^th place; English: 1,952^nd place)

cir.nii.ac.jp

Johnson, Barry (2010). "Algorithmic trading & DMA: an introduction to direct access trading strategies". (No Title). 4Myeloma Press.

nytimes.com (Global: 7^th place; English: 7^th place)

nytimes.com

Bowley, Graham (April 25, 2011). "Preserving a Market Symbol". The New York Times. Archived from the original on May 10, 2024.
A London Hedge Fund That Opts for Engineers, Not M.B.A.'s by Heather Timmons, August 18, 2006
Bowley, Graham (October 1, 2010). "Lone $4.1 Billion Sale Led to 'Flash Crash' in May". The New York Times.
Wilmott, Paul (July 29, 2009). "Hurrying into the Next Panic". The New York Times. p. A19. Retrieved July 29, 2009.
Artificial intelligence applied heavily to picking stocks by Charles Duhigg, November 23, 2006

topics.nytimes.com

Times Topics: High-Frequency Trading, The New York Times, December 20, 2012

nyu.edu (Global: 1,174^th place; English: 773^rd place)

w4.stern.nyu.edu

"Algo Arms Race Has a Leader – For Now", NYU Stern School of Business, December 18, 2006, archived from the original on March 7, 2021, retrieved July 13, 2009

olsen.ch (Global: low place; English: low place)

"OlsenInvest – Scientific Investing" (PDF). Archived from the original (PDF) on February 25, 2012.

opalesque.com (Global: low place; English: low place)

Opalesque (August 4, 2009). "Opalesque Exclusive: High-frequency trading under the microscope".

oup.com (Global: 485^th place; English: 440^th place)

academic.oup.com

Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan (August 1, 2014). "High-Frequency Trading and Price Discovery". The Review of Financial Studies. 27 (8): 2267–2306. doi:10.1093/rfs/hhu032. hdl:10419/154035. ISSN 0893-9454.

petajisto.net (Global: low place; English: low place)

Petajisto, Antti (2011). "The index premium and its hidden cost for index funds" (PDF). Journal of Empirical Finance. 18 (2): 271–288. doi:10.1016/j.jempfin.2010.10.002. Retrieved March 26, 2013.

pm-research.com (Global: low place; English: low place)

Kissell, Robert (June 30, 2006). "The Expanded Implementation Shortfall: Understanding Transaction Cost Components". The Journal of Trading. 1 (3): 6–16. doi:10.3905/jot.2006.644083. ISSN 1559-3967.

psu.edu (Global: 207^th place; English: 136^th place)

citeseerx.ist.psu.edu

Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J. (2010), "HENDERSHOTT, TERRENCE, CHARLES M. JONES, AND ALBERT J. MENKVELD. Does Algorithmic Trading Improve Liquidity?" (PDF), Journal of Finance, 66: 1–33, CiteSeerX 10.1.1.105.7253, doi:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, archived from the original (PDF) on July 16, 2010

reuters.com (Global: 49^th place; English: 47^th place)

reuters.com

Spicer, Jonathan (October 1, 2010). "Single U.S. trade helped spark May's flash crash". Reuters.
Younglai, Rachelle (October 5, 2010). "U.S. probes computer algorithms after "flash crash"". Reuters.
Spicer, Jonathan (October 15, 2010). "Special report: Globally, the flash crash is no flash in the pan". Reuters.
"Milliseconds are focus in algorithmic trades". Reuters. May 11, 2007.

uk.reuters.com

Huw Jones (July 7, 2011). "Ultra fast trading needs curbs -global regulators". Reuters. Archived from the original on January 28, 2016. Retrieved July 12, 2011.

glossary.reuters.com

"Low Latency Trading". Archived from the original on June 2, 2016. Retrieved April 26, 2015.

sec.gov (Global: 572^nd place; English: 436^th place)

Virtu Financial Form S-1, available at https://www.sec.gov/Archives/edgar/data/1592386/000104746914002070/a2218589zs-1.htm

securitiestechnologymonitor.com (Global: low place; English: low place)

"Traders News". Traders Magazine. Archived from the original on July 16, 2011.

semanticscholar.org (Global: 11^th place; English: 8^th place)

api.semanticscholar.org

Sornette (2003), "Critical Market Crashes", Physics Reports, 378 (1): 1–98, arXiv:cond-mat/0301543, Bibcode:2003PhR...378....1S, doi:10.1016/S0370-1573(02)00634-8, S2CID 12847333, archived from the original on May 3, 2010
Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld. (2010), "Does Algorithmic Trading Improve Liquidity?", Journal of Finance, 66: 1–33, doi:10.1111/j.1540-6261.2010.01624.x, hdl:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, SSRN 1100635{{citation}}: CS1 maint: multiple names: authors list (link)
Diaz, David; Theodoulidis, Babis (January 10, 2012). "Financial Markets Monitoring and Surveillance: A Quote Stuffing Case Study". doi:10.2139/ssrn.2193636. S2CID 166680108. SSRN 2193636. {{cite journal}}: Cite journal requires |journal= (help)
Saar, Gideon; Hasbrouck, Joel (May 22, 2013). "Low-Latency Trading". doi:10.2139/ssrn.1695460. S2CID 219368985. SSRN 1695460. {{cite journal}}: Cite journal requires |journal= (help)
Preis, T.; Paul, W.; Schneider, J. J. (2008), "Fluctuation patterns in high-frequency financial asset returns", EPL, 82 (6) 68005, Bibcode:2008EL.....8268005P, doi:10.1209/0295-5075/82/68005, S2CID 56283521
Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J. (2010), "HENDERSHOTT, TERRENCE, CHARLES M. JONES, AND ALBERT J. MENKVELD. Does Algorithmic Trading Improve Liquidity?" (PDF), Journal of Finance, 66: 1–33, CiteSeerX 10.1.1.105.7253, doi:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, archived from the original (PDF) on July 16, 2010
Farmer, J. Done (November 1999). "Physicists attempt to scale the ivory towers of finance". Computing in Science & Engineering. 1 (6): 26–39. arXiv:adap-org/9912002. Bibcode:1999CSE.....1f..26D. doi:10.1109/5992.906615. S2CID 9058415.

siemon.com (Global: low place; English: low place)

Siemon's Case Study Archived December 29, 2018, at the Wayback Machine Automated Trading Desk, accessed July 4, 2007

springer.com (Global: 274^th place; English: 309^th place)

link.springer.com

He, Yan (2022). "Decimal Trading in the U.S. Stock Markets". In Lee, Cheng-Few; Lee, Alice C. (eds.). Encyclopedia of Finance. Springer. pp. 719–722. doi:10.1007/978-3-030-91231-4_17. ISBN 978-3-030-91231-4.

ssrn.com (Global: 703^rd place; English: 501^st place)

ssrn.com

The New Investor, UCLA Law Review, available at: https://ssrn.com/abstract=2227498
The New Financial Industry, Alabama Law Review, available at: https://ssrn.com/abstract=2417988
Shen, Jackie (2013). "A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD)". SSRN. arXiv:1309.5046. doi:10.2139/ssrn.2327835.
Shen, Jackie; Yu, Yingjie (2014). "Styled Algorithmic Trading and the MV-MVP Style". SSRN.
Shen, Jackie (2017). "Hybrid IS-VWAP Dynamic Algorithmic Trading via LQR". SSRN.
Lin, Tom C.W., The New Investor, 60 UCLA 678 (2013), available at: https://ssrn.com/abstract=2227498

papers.ssrn.com

O'Hara, Maureen; Lopez De Prado, Marcos; Easley, David (2011), "Easley, D., M. López de Prado, M. O'Hara: The Microstructure of the 'Flash Crash': Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading", The Journal of Portfolio Management, Vol. 37, No. 2, pp. 118–128, Winter, SSRN 1695041
Hendershott, Terrence, Charles M. Jones, and Albert J. Menkveld. (2010), "Does Algorithmic Trading Improve Liquidity?", Journal of Finance, 66: 1–33, doi:10.1111/j.1540-6261.2010.01624.x, hdl:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, SSRN 1100635{{citation}}: CS1 maint: multiple names: authors list (link)
Menkveld, Albert J.; Jovanovic, Boyan (2010), "Jovanovic, Boyan, and Albert J. Menkveld. Middlemen in Securities Markets", working paper, SSRN 1624329
Diaz, David; Theodoulidis, Babis (January 10, 2012). "Financial Markets Monitoring and Surveillance: A Quote Stuffing Case Study". doi:10.2139/ssrn.2193636. S2CID 166680108. SSRN 2193636. {{cite journal}}: Cite journal requires |journal= (help)
Saar, Gideon; Hasbrouck, Joel (May 22, 2013). "Low-Latency Trading". doi:10.2139/ssrn.1695460. S2CID 219368985. SSRN 1695460. {{cite journal}}: Cite journal requires |journal= (help)

telegraph.co.uk (Global: 30^th place; English: 24^th place)

Black box traders are on the march The Telegraph, 27 August 2006

tempelhove.de (Global: low place; English: low place)

Sornette (2003), "Critical Market Crashes", Physics Reports, 378 (1): 1–98, arXiv:cond-mat/0301543, Bibcode:2003PhR...378....1S, doi:10.1016/S0370-1573(02)00634-8, S2CID 12847333, archived from the original on May 3, 2010

theseus.fi (Global: low place; English: low place)

Darbellay, Raphaël (2021). "Behind the scenes of algorithmic trading" (PDF). University of Applied Science Haaga-Helia.

umn.edu (Global: 1,266^th place; English: 860^th place)

purl.umn.edu

Gjerstad, Steven; Dickhaut, John (January 1998), "Price Formation in Double Auctions, Games and Economic Behavior, 22(1):1–29", S. Gjerstad and J. Dickhaut, vol. 22, no. 1, pp. 1–29, doi:10.1006/game.1997.0576

utah.edu (Global: 2,446^th place; English: 1,661^st place)

home.business.utah.edu

"Archived copy" (PDF). Archived from the original (PDF) on March 4, 2016. Retrieved April 26, 2015.{{cite web}}: CS1 maint: archived copy as title (link)

wallstreetandtech.com (Global: low place; English: low place)

"InformationWeek Authors". InformationWeek. Archived from the original on October 22, 2007. Retrieved April 18, 2007.

washingtonpost.com (Global: 34^th place; English: 27^th place)

Vinzant, Carol (February 13, 2001). "Wall Street Taking Another Look at Decimals". The Washington Post. Archived from the original on June 17, 2024.
Goldfarb, Zachary (October 1, 2010). "Report examines May's 'flash crash,' expresses concern over high-speed trading". Washington Post.

web.archive.org (Global: 1^st place; English: 1^st place)

"Business and finance". The Economist. Archived from the original on June 22, 2008. Retrieved April 18, 2007.
Sornette (2003), "Critical Market Crashes", Physics Reports, 378 (1): 1–98, arXiv:cond-mat/0301543, Bibcode:2003PhR...378....1S, doi:10.1016/S0370-1573(02)00634-8, S2CID 12847333, archived from the original on May 3, 2010
Vinzant, Carol (February 13, 2001). "Wall Street Taking Another Look at Decimals". The Washington Post. Archived from the original on June 17, 2024.
"Wall Street: Adios, Fractions!". CBS News. January 28, 2001. Archived from the original on June 17, 2024.
Bowley, Graham (April 25, 2011). "Preserving a Market Symbol". The New York Times. Archived from the original on May 10, 2024.
"Minimal Intelligence Agents for Bargaining Behaviours in Market-Based Environments, Hewlett-Packard Laboratories Technical Report 97-91", D. Cliff, August 1997, archived from the original on September 24, 2015, retrieved December 21, 2011
"Algo Arms Race Has a Leader – For Now", NYU Stern School of Business, December 18, 2006, archived from the original on March 7, 2021, retrieved July 13, 2009
Rob Iati, The Real Story of Trading Software Espionage Archived July 7, 2011, at the Wayback Machine, AdvancedTrading.com, July 10, 2009
Huw Jones (July 7, 2011). "Ultra fast trading needs curbs -global regulators". Reuters. Archived from the original on January 28, 2016. Retrieved July 12, 2011.
Rekenthaler, John (February–March 2011). "The Weighting Game, and Other Puzzles of Indexing" (PDF). Morningstar Advisor. pp. 52–56 [56]. Archived from the original (PDF) on July 29, 2013. Retrieved March 26, 2013.
Willis, Andrew (2001). "The Insiders Guide to Trading the World Stock Markets" (PDF). Archived from the original (PDF) on September 24, 2021.
"Trading with the help of 'guerrillas' and 'snipers'" (PDF), Financial Times, March 19, 2007, archived from the original (PDF) on October 7, 2009
"OlsenInvest – Scientific Investing" (PDF). Archived from the original (PDF) on February 25, 2012.
James E. Hollis (September 2013). "HFT: Boon? Or Impending Disaster?" (PDF). Cutter Associates. Archived from the original (PDF) on July 1, 2015. Retrieved July 1, 2014.
"Low Latency Trading". Archived from the original on June 2, 2016. Retrieved April 26, 2015.
"Archived copy" (PDF). Archived from the original (PDF) on March 4, 2016. Retrieved April 26, 2015.{{cite web}}: CS1 maint: archived copy as title (link)
FIXatdl – An Emerging Standard Archived March 5, 2020, at the Wayback Machine, FIXGlobal, December 2009
Hendershott, Terrence; Jones, Charles M.; Menkveld, Albert J. (2010), "HENDERSHOTT, TERRENCE, CHARLES M. JONES, AND ALBERT J. MENKVELD. Does Algorithmic Trading Improve Liquidity?" (PDF), Journal of Finance, 66: 1–33, CiteSeerX 10.1.1.105.7253, doi:10.1111/j.1540-6261.2010.01624.x, S2CID 30441, archived from the original (PDF) on July 16, 2010
Skypala, Pauline (October 2, 2006). "Enter algorithmic trading systems race or lose returns, report warns". The Financial Times. Archived from the original on October 30, 2007.
Cracking The Street's New Math, Algorithmic trades are sweeping the stock market.
Knight Capital Group Provides Update Regarding August 1st Disruption To Routing In NYSE-listed Securities Archived August 4, 2012, at the Wayback Machine
"Traders News". Traders Magazine. Archived from the original on July 16, 2011.
Siemon's Case Study Archived December 29, 2018, at the Wayback Machine Automated Trading Desk, accessed July 4, 2007
"InformationWeek Authors". InformationWeek. Archived from the original on October 22, 2007. Retrieved April 18, 2007.

wiley.com (Global: 222^nd place; English: 297^th place)

wiley.com

Narang, R.K. (August 7, 2009). Inside the Black Box: The Simple Truth About Quantitative Trading (1 ed.). John Wiley & Sons. ISBN 978-0-470-52914-0. Retrieved June 26, 2024. {{cite book}}: |website= ignored (help)

onlinelibrary.wiley.com

Leshik, Edward A; Cralle, Jane, eds. (January 2, 2012). An Introduction to Algorithmic Trading: Basic to Advanced Strategies (1 ed.). Wiley. doi:10.1002/9781119206033. ISBN 978-0-470-68954-7.

worldcat.org (Global: 5^th place; English: 5^th place)

search.worldcat.org

Ansari, Yasmeen; Yasmin, Sadaf; Naz, Sheneela; Zaffar, Hira; Ali, Zeeshan; Moon, Jihoon; Rho, Seungmin (2022). "A Deep Reinforcement Learning-Based Decision Support System for Automated Stock Market Trading". IEEE Access. 10: 127469–127501. doi:10.1109/ACCESS.2022.3226629. ISSN 2169-3536.
Adegboye, Adesola; Kampouridis, Michael; Otero, Fernando (June 1, 2023). "Algorithmic trading with directional changes". Artificial Intelligence Review. 56 (6): 5619–5644. doi:10.1007/s10462-022-10307-0. ISSN 1573-7462.
Brogaard, Jonathan; Hendershott, Terrence; Riordan, Ryan (August 1, 2014). "High-Frequency Trading and Price Discovery". The Review of Financial Studies. 27 (8): 2267–2306. doi:10.1093/rfs/hhu032. hdl:10419/154035. ISSN 0893-9454.
McGowan, Michael J. (November 8, 2010). The Rise of Computerized High Frequency Trading: Use and Controversy. Duke University School of Law. OCLC 798727906.
Kissell, Robert (June 30, 2006). "The Expanded Implementation Shortfall: Understanding Transaction Cost Components". The Journal of Trading. 1 (3): 6–16. doi:10.3905/jot.2006.644083. ISSN 1559-3967.
Sattarov, Otabek; Muminov, Azamjon; Lee, Cheol Won; Kang, Hyun Kyu; Oh, Ryumduck; Ahn, Junho; Oh, Hyung Jun; Jeon, Heung Seok (January 1, 2020). "Recommending Cryptocurrency Trading Points with Deep Reinforcement Learning Approach". Applied Sciences. 10 (4): 1506. doi:10.3390/app10041506. ISSN 2076-3417.
Oladimeji, Ismaila W.; Folasade, Ismaila M. (April 1, 2016). "Forecasting Shares Trading Signals With Finite State Machine Variant" (PDF). Journal of Multidisciplinary Engineering Science and Technology. 3 (4). ISSN 2458-9403.
Hult, Henrik; Kiessling, Jonas (2010), Algorithmic trading with Markov chains, Trita-MAT. MA (8 ed.), Stockholm: KTH: KTH, p. 45, ISBN 978-91-7415-741-3, ISSN 1401-2278, retrieved June 26, 2024

wsj.com (Global: 79^th place; English: 65^th place)

wsj.com

Laughlin, G. Insights into High Frequency Trading from the Virtu Financial IPO WSJ.com Retrieved May 22, 2015.
Lauricella, Tom (October 2, 2010). "How a Trading Algorithm Went Awry". The Wall Street Journal.
Rob Curren, Watch Out for Sharks in Dark Pools, The Wall Street Journal, August 19, 2008, p. c5. Available at WSJ Blogs retrieved August 19, 2008
[1] Lauricella, Tom, and McKay, Peter A. "Dow Takes a Harrowing 1,010.14-Point Trip," Online Wall Street Journal, May 7, 2010. Retrieved May 9, 2010

blogs.wsj.com

Rob Curren, Watch Out for Sharks in Dark Pools, The Wall Street Journal, August 19, 2008, p. c5. Available at WSJ Blogs retrieved August 19, 2008
Geoffrey Rogow, Rise of the (Market) Machines, The Wall Street Journal, June 19, 2009

Algorithmic trading (English Wikipedia)

advancedtrading.com (Global: low place; English: low place)

afajof.org (Global: low place; English: low place)

aitegroup.com (Global: low place; English: low place)

algorithmictrading.net (Global: low place; English: low place)

amex.com (Global: low place; English: low place)

analyzingalpha.com (Global: low place; English: low place)

arxiv.org (Global: 69th place; English: 59th place)

bbc.co.uk (Global: 8th place; English: 10th place)

news.bbc.co.uk

bis.org (Global: 4,514th place; English: 3,901st place)

bloomberg.com (Global: 99th place; English: 77th place)

books.google.com (Global: 3rd place; English: 3rd place)

cbsnews.com (Global: 108th place; English: 80th place)

cftc.gov (Global: low place; English: low place)

crsp.com (Global: low place; English: low place)

cuny.edu (Global: 2,137th place; English: 1,474th place)

spider.sci.brooklyn.cuny.edu

cutterassociates.com (Global: low place; English: low place)

doi.org (Global: 2nd place; English: 2nd place)

economist.com (Global: 254th place; English: 236th place)

elsevier.com (Global: 610th place; English: 704th place)

europa.eu (Global: 68th place; English: 117th place)

eur-lex.europa.eu

fa-mag.com (Global: low place; English: low place)

fixglobal.com (Global: low place; English: low place)

forbes.com (Global: 54th place; English: 48th place)

ft.com (Global: 210th place; English: 157th place)

ft.com

search.ft.com

ftknowledge.com (Global: low place; English: low place)

fxf1.com (Global: low place; English: low place)

dl.fxf1.com

gov.uk (Global: 432nd place; English: 278th place)

handle.net (Global: 102nd place; English: 76th place)

hdl.handle.net

harvard.edu (Global: 18th place; English: 17th place)

ui.adsabs.harvard.edu

heinonline.org (Global: 3,322nd place; English: 1,897th place)

hp.com (Global: 3,975th place; English: 2,687th place)

hpl.hp.com

iht.com (Global: 1,663rd place; English: 1,167th place)

indexuniverse.eu (Global: low place; English: low place)

investopedia.com (Global: 1,135th place; English: 859th place)

iosco.org (Global: low place; English: low place)

jmest.org (Global: low place; English: low place)

kb.se (Global: 564th place; English: 1,445th place)

urn.kb.se

kit.edu (Global: 6,505th place; English: 9,776th place)

methods.stat.kit.edu

knight.com (Global: low place; English: low place)

latimes.com (Global: 22nd place; English: 19th place)

marketsmedia.com (Global: low place; English: low place)

martinhilbert.net (Global: low place; English: low place)

nasdaq.com (Global: 2,740th place; English: 2,050th place)

listingcenter.nasdaq.com

nbn-resolving.de (Global: 3,251st place; English: 7,630th place)

nih.gov (Global: 4th place; English: 4th place)

ncbi.nlm.nih.gov

pubmed.ncbi.nlm.nih.gov

nii.ac.jp (Global: 304th place; English: 1,952nd place)

cir.nii.ac.jp

nytimes.com (Global: 7th place; English: 7th place)

nytimes.com

topics.nytimes.com

nyu.edu (Global: 1,174th place; English: 773rd place)

w4.stern.nyu.edu

olsen.ch (Global: low place; English: low place)

opalesque.com (Global: low place; English: low place)

oup.com (Global: 485th place; English: 440th place)

academic.oup.com

petajisto.net (Global: low place; English: low place)

pm-research.com (Global: low place; English: low place)

psu.edu (Global: 207th place; English: 136th place)

citeseerx.ist.psu.edu

reuters.com (Global: 49th place; English: 47th place)

reuters.com

uk.reuters.com

glossary.reuters.com

sec.gov (Global: 572nd place; English: 436th place)

arxiv.org (Global: 69^th place; English: 59^th place)

bbc.co.uk (Global: 8^th place; English: 10^th place)

bis.org (Global: 4,514^th place; English: 3,901^st place)

bloomberg.com (Global: 99^th place; English: 77^th place)

books.google.com (Global: 3^rd place; English: 3^rd place)

cbsnews.com (Global: 108^th place; English: 80^th place)

cuny.edu (Global: 2,137^th place; English: 1,474^th place)

doi.org (Global: 2^nd place; English: 2^nd place)

economist.com (Global: 254^th place; English: 236^th place)

elsevier.com (Global: 610^th place; English: 704^th place)

europa.eu (Global: 68^th place; English: 117^th place)

forbes.com (Global: 54^th place; English: 48^th place)

ft.com (Global: 210^th place; English: 157^th place)

gov.uk (Global: 432^nd place; English: 278^th place)

handle.net (Global: 102^nd place; English: 76^th place)

harvard.edu (Global: 18^th place; English: 17^th place)

heinonline.org (Global: 3,322^nd place; English: 1,897^th place)

hp.com (Global: 3,975^th place; English: 2,687^th place)

iht.com (Global: 1,663^rd place; English: 1,167^th place)

investopedia.com (Global: 1,135^th place; English: 859^th place)

kb.se (Global: 564^th place; English: 1,445^th place)

kit.edu (Global: 6,505^th place; English: 9,776^th place)

latimes.com (Global: 22^nd place; English: 19^th place)

nasdaq.com (Global: 2,740^th place; English: 2,050^th place)

nbn-resolving.de (Global: 3,251^st place; English: 7,630^th place)

nih.gov (Global: 4^th place; English: 4^th place)

nii.ac.jp (Global: 304^th place; English: 1,952^nd place)

nytimes.com (Global: 7^th place; English: 7^th place)

nyu.edu (Global: 1,174^th place; English: 773^rd place)

oup.com (Global: 485^th place; English: 440^th place)

psu.edu (Global: 207^th place; English: 136^th place)

reuters.com (Global: 49^th place; English: 47^th place)

sec.gov (Global: 572^nd place; English: 436^th place)

semanticscholar.org (Global: 11^th place; English: 8^th place)

springer.com (Global: 274^th place; English: 309^th place)

ssrn.com (Global: 703^rd place; English: 501^st place)

telegraph.co.uk (Global: 30^th place; English: 24^th place)

umn.edu (Global: 1,266^th place; English: 860^th place)

utah.edu (Global: 2,446^th place; English: 1,661^st place)

washingtonpost.com (Global: 34^th place; English: 27^th place)

web.archive.org (Global: 1^st place; English: 1^st place)

wiley.com (Global: 222^nd place; English: 297^th place)

worldcat.org (Global: 5^th place; English: 5^th place)

wsj.com (Global: 79^th place; English: 65^th place)