Geometric brownian motion: an alternative to high-frequency trading for small investors

Autor: Aline Cristina Rodrigues de Faria, Davi Franco Moreira, Eder Oliveira Abensur

Publikováno v: Independent Journal of Management & Production; Vol. 11 No. 3 (2020): Independent Journal of Management & Production; 1434-1453
Independent Journal of Management & Production
Instituto Federal de Educação, Ciência e Tecnologia de São Paulo (IFSP)
instacron:IJM&P
Independent Journal of Management & Production; Vol 11, No 3 (2020): Independent Journal of Management & Production; 1434-1453

High-frequency trading (HFT) involves short-term, high-volume market operations to capture profits. To a large extent, these operations take advantage of early access to information using fast and sophisticated technological tools running on supercom

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fbeff84649178c0912ffa4f92af730cd
http://www.ijmp.jor.br/index.php/ijmp/article/view/1114