Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Mantas VAITONIS"'
Publikováno v:
Applied Computer Science, Vol 19, Iss 2, Pp 63-81 (2023)
This study presents a method for testing high-frequency trading (HFT) for algorithms on GPUs using kernel parallelization, code vectorization, and multidimensional matrices. The research evaluates HFT strategies within algorithmic cryptocurrency trad
Externí odkaz:
https://doaj.org/article/08560016e6064b019fc25da0f07c0265
Autor:
Mantas Vaitonis
New technological advancements with high performance computing in electronical markets and the need for fast trading decision making leads the market members to high frequency trading. The analysis of the literature showed the lack of a tested formal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f3b144f41cdf8526437ec27e7c2d744f
https://doi.org/10.15388/vu.thesis.69
https://doi.org/10.15388/vu.thesis.69
Autor:
Mantas Vaitonis
Publikováno v:
Baltic Journal of Modern Computing. 5:37-49
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68742e63f190c66afc603c3ce4c4adad
https://doi.org/10.22364/bjmc.2017.5.1.03
https://doi.org/10.22364/bjmc.2017.5.1.03
Autor:
Saulius Masteika, Mantas Vaitonis
Publikováno v:
Baltic Journal of Modern Computing. 6
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a07db457b80857975e0808a312ee8bac
https://doi.org/10.22364/bjmc.2018.6.2.10
https://doi.org/10.22364/bjmc.2018.6.2.10
Autor:
Mantas Vaitonis, Saulius Masteika
Publikováno v:
Communications in Computer and Information Science ISBN: 9783319676418
ICIST
ICIST
This paper confirms the existence of statistical arbitrage opportunities by employing the nanosecond historical data in high frequency trading (HFT). When considering the possible options, the Daniel Herlemont pairs trading strategy has been selected
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3b1984d2c70c20dd4c7b81cbda81b475
https://doi.org/10.1007/978-3-319-67642-5_25
https://doi.org/10.1007/978-3-319-67642-5_25
Autor:
Saulius Masteika, Mantas Vaitonis
Publikováno v:
Communications in Computer and Information Science ISBN: 9783319462530
ICIST
ICIST
Pair trading is a popular strategy where a profit arises from pricing inefficiencies between stocks. The idea is simple: find two stocks that move together and take long/short positions when they diverge abnormally, hoping that the prices will conver
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::da545977ddaa58806c4b158c4f00c71e
https://doi.org/10.1007/978-3-319-46254-7_17
https://doi.org/10.1007/978-3-319-46254-7_17
Autor:
Mantas Vaitonis, Saulius Masteika
Publikováno v:
Business Information Systems Workshops ISBN: 9783319267616
BIS (Workshops)
BIS (Workshops)
High frequency trading (HFT) in micro or milliseconds has recently drawn attention of financial researches and engineers. In nowadays algorithmic trading and HFT account for a dominant part of overall trading volume. The main objective of this resear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62f33fa6d6df52633738cbc59590702c
https://doi.org/10.1007/978-3-319-26762-3_3
https://doi.org/10.1007/978-3-319-26762-3_3