Algorithmic Trading Phd Thesis

Algorithmic Trading Phd Thesis-48
This problem of efficient execution of trades is what we are trying to solve at qleap.There is however, almost always, another side to any story.

One was the introduction of modern portfolio theory done as a PHD thesis under Prof.

Jacob Marschak by an intelligent and fortunate guy named Harry Markowitz.

This would lead to detecting momentary price differences between exchanges.

Now, let me tell you something on algorithmic trading: What is it about? One could decouple algorithmic trading into several tasks.

Next task is maintaining the portfolio which aims to retain the AUM( assets under management) of the selected portfolio if not incrementing it.

For maintaining portfolio, re-balancing is done which involves buying some securities and selling some other ones.

In 2001, US exchanges decided to shift to quoting prices in decimals from quoting prices in fractions.

This reduced the minimum spread to 1 cent, reduction being more than six times the erstwhile minimum spread.

Money, one of the manifestations of the intrinsic nature of man namely comparison, has come a long way from being merely a evaluating metric of objects to being the very substance of the complex structure and workings of stock markets.

But then again, it is but merely a sharper mind predicting the behaviour of the crowd. In this era of automation, trading has not remained untouched with automated algorithmic trading taking over the manual trading in markets rapidly.


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