Research Progress of Algorithmic Trading at Home and Abroad

DOI

10.2991/febm-16.2016.7How to use a DOI?

Keywords

algorithmic trading; quantitative investment; transaction costs; portfolio; algorithmic trading strategies

Abstract

In recent years, many institutional investors use algorithmic trading to complete their investment decisions. This method reduces the transaction costs, improves the investment return. Algorithmic trading is a new transaction mode. This paper introduces the algorithmic trading and the development process, presents the development process of transactions costs, reviews the latest research literatures of algorithmic trading strategy, and introduces the literatures of investment portfolio selection. Based on the present research and the current situation of algorithmic trading in our country, this paper develops the application and suggestion for algorithmic trading.

Copyright

© 2016, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Wei Gao
AU  - Ruzhen Yan
AU  - Xu Wu
PY  - 2016/11
DA  - 2016/11
TI  - Research Progress of Algorithmic Trading at Home and Abroad
BT  - Proceedings of the First International Conference Economic and Business Management 2016
PB  - Atlantis Press
SP  - 40
EP  - 45
SN  - 2352-5428
UR  - https://doi.org/10.2991/febm-16.2016.7
DO  - 10.2991/febm-16.2016.7
ID  - Gao2016/11
ER  -