Automated trading system (English Wikipedia)

Muller, Christopher (July 14, 2018). "Robo-Advisor: Future to Financial Management?". Algonest. Archived from the original on January 6, 2019. Retrieved June 24, 2018.

automatedtrading.com

"History of Trading Systems". 13 January 2014.

bloomberg.com

matthewaphilips, Matthew Philips. "Knight Shows How to Lose $440 Million in 30 Minutes". Bloomberg News.
Matthew Philips. "How the Robots Lost: High-Frequency Trading's Rise and Fall". Bloomberg.

businessworld.in

Khandelwal, Nitesh. "3 Myths about Algorithmic Trading". BW Businessworld. Retrieved 2019-08-01.

cftc.gov

"Concept Release on Risk Controls and System Safeguards for Automated Trading Environments" (PDF). Commodity Futures Trading Commission. September 9, 2013. Archived from the original (PDF) on November 27, 2013. Retrieved December 22, 2014.

doi.org

Arnoldi, Jakob (2016-01-01). "Computer Algorithms, Market Manipulation and the Institutionalization of High Frequency Trading". Theory, Culture & Society. 33 (1): 29–52. doi:10.1177/0263276414566642. ISSN 0263-2764.
Hanif, Ayub; Smith, Robert Elliott (2012-09-30). "Algorithmic, Electronic, and Automated Trading". The Journal of Trading. 7 (4): 78–86. doi:10.3905/jot.2012.7.4.078. ISSN 1559-3967.
Fong, Simon; Si, Yain-Whar; Tai, Jackie (2012). "Trend following algorithms in automated derivatives market trading". Expert Systems with Applications. 39 (13): 11378–11390. doi:10.1016/j.eswa.2012.03.048. ISSN 0957-4174.
Apesteguia, Jose; Oechssler, Jörg; Weidenholzer, Simon (2020). "Copy Trading". Management Science. 66 (12): 5608–5622. doi:10.1287/mnsc.2019.3508. ISSN 0025-1909.
Foley, Michael T.; Angstadt, Janet M.; Pazzol, Ross; Van De Graaff, James D. (2016-01-01). "FINRA rule amendment requires registration of associated persons who develop algorithmic trading strategies". Journal of Investment Compliance. 17 (3): 39–41. doi:10.1108/JOIC-07-2016-0028. ISSN 1528-5812.

europa.eu

ecb.europa.eu

Giovanni Cespa, Xavier Vives (February 2017). "High frequency trading and fragility" (PDF). Working Papers Series (2020). European Central Bank. This supports regulatory concerns about the potential drawbacks of automated trading due to operational and transmission risks and implies that fragility can arise in the absence of order flow toxicity.

files.wordpress.com

commoditymodels.files.wordpress.com

Smith, William (2010-02-01). "On the Simulation and Estimation of the Mean-Reverting Ornstein-Uhlenbeck Process" (PDF). Vol. 1.01.

finra.org

"Notice to Members 04-66 – FINRA.org".
"FINRA Issues Guidance on Master and Sub-Account Arrangements". Archived from the original on 2014-12-25. Retrieved 2014-12-25.
"Regulatory Notice 15-09 | FINRA.org". www.finra.org. 2015-03-26. Retrieved 2024-03-23.

fortune.com

"A day in the quiet life of a NYSE floor trader". 29 May 2013.

heinonline.org

Yadav, Yesha (2015). "How Algorithmic Trading Undermines Efficiency in Capital Markets". Vanderbilt Law Review. 68: 1607.

informs.org

pubsonline.informs.org

Apesteguia, Jose; Oechssler, Jörg; Weidenholzer, Simon (2020). "Copy Trading". Management Science. 66 (12): 5608–5622. doi:10.1287/mnsc.2019.3508. ISSN 0025-1909.

jdsupra.com

""CFTC Publishes Sweeping Concept Release Asking Questions About Additional Regulation of Automated Trading Strategies and High-Frequency Trading" - JD Supra".

notimetotrade.com

"No Time To Trade". Archived from the original on 2015-05-29. Retrieved 2015-05-29.

nytimes.com

dealbook.nytimes.com

"Knight Capital and Getco to Merge". 19 December 2012.

pm-research.com

Hanif, Ayub; Smith, Robert Elliott (2012-09-30). "Algorithmic, Electronic, and Automated Trading". The Journal of Trading. 7 (4): 78–86. doi:10.3905/jot.2012.7.4.078. ISSN 1559-3967.

quantstart.com

"Basics of Statistical Mean Reversion Testing". QuantStart.

robonomics.science

journal.robonomics.science

Dimov, Diyan (2022-12-19). "Conceptual Model of Automated Trading Systems Implementation". ROBONOMICS: The Journal of the Automated Economy. 3: 25–25. ISSN 2683-099X.

sagepub.com

journals.sagepub.com

Arnoldi, Jakob (2016-01-01). "Computer Algorithms, Market Manipulation and the Institutionalization of High Frequency Trading". Theory, Culture & Society. 33 (1): 29–52. doi:10.1177/0263276414566642. ISSN 0263-2764.

sec.gov

"SEC Adopts New Rule Preventing Unfiltered Market Access (Press Release No. 2010-210; November 3, 2010".
"Risk Alert Master Subaccounts" (PDF). www.sec.gov.

taltech.ee

digikogu.taltech.ee

Lievonen, L. (2020). "Empirical investigation on the performance of copy-portfolios on E-TORO platform" (PDF).

tradency.com

"Tradency, Robo for Advisors". tradency. Retrieved 2022-07-12.
"Mirror Trader". tradency. Retrieved 2022-07-12.

umn.edu

carlsonschool.umn.edu

Mingwen, Yang; Eric, Zheng; Vijay, Mookerjee (2019). "The Transparency-Revenue Conundrum in Social Trading: Implications for Platforms and Investors" (PDF). Jindal School of Management, The University of Texas at Dallas.

web.archive.org

"Concept Release on Risk Controls and System Safeguards for Automated Trading Environments" (PDF). Commodity Futures Trading Commission. September 9, 2013. Archived from the original (PDF) on November 27, 2013. Retrieved December 22, 2014.
Muller, Christopher (July 14, 2018). "Robo-Advisor: Future to Financial Management?". Algonest. Archived from the original on January 6, 2019. Retrieved June 24, 2018.
"FINRA Issues Guidance on Master and Sub-Account Arrangements". Archived from the original on 2014-12-25. Retrieved 2014-12-25.
"No Time To Trade". Archived from the original on 2015-05-29. Retrieved 2015-05-29.

worldcat.org

search.worldcat.org

Arnoldi, Jakob (2016-01-01). "Computer Algorithms, Market Manipulation and the Institutionalization of High Frequency Trading". Theory, Culture & Society. 33 (1): 29–52. doi:10.1177/0263276414566642. ISSN 0263-2764.
Hanif, Ayub; Smith, Robert Elliott (2012-09-30). "Algorithmic, Electronic, and Automated Trading". The Journal of Trading. 7 (4): 78–86. doi:10.3905/jot.2012.7.4.078. ISSN 1559-3967.
Fong, Simon; Si, Yain-Whar; Tai, Jackie (2012). "Trend following algorithms in automated derivatives market trading". Expert Systems with Applications. 39 (13): 11378–11390. doi:10.1016/j.eswa.2012.03.048. ISSN 0957-4174.
Dimov, Diyan (2022-12-19). "Conceptual Model of Automated Trading Systems Implementation". ROBONOMICS: The Journal of the Automated Economy. 3: 25–25. ISSN 2683-099X.
Durenard, Eugene A. (2013). Professional automated trading: theory and practice. Wiley trading series. Hoboken, New Jersey: John Wiley & Sons. ISBN 978-1-118-12985-2. OCLC 847541969.
Apesteguia, Jose; Oechssler, Jörg; Weidenholzer, Simon (2020). "Copy Trading". Management Science. 66 (12): 5608–5622. doi:10.1287/mnsc.2019.3508. ISSN 0025-1909.
Foley, Michael T.; Angstadt, Janet M.; Pazzol, Ross; Van De Graaff, James D. (2016-01-01). "FINRA rule amendment requires registration of associated persons who develop algorithmic trading strategies". Journal of Investment Compliance. 17 (3): 39–41. doi:10.1108/JOIC-07-2016-0028. ISSN 1528-5812.

worldcat.org

Durenard, Eugene A. (2013). Professional automated trading: theory and practice. Wiley trading series. Hoboken, New Jersey: John Wiley & Sons. ISBN 978-1-118-12985-2. OCLC 847541969.