A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

--parameters '{"fast_period": 10, "slow_period": 20}' ...

The new offering serves as an end-to-end algorithmic trading platform, allowing banks and brokers looking to support buy-side clients to compete with tier-one institutions, by running their own ...

Abstract: The financial market has undergone several changes in recent years with algorithmic trading. It allows traders to carry out instructions embedded in algorithmic strategies effectively and ...

Abstract: Algorithmic trading has profoundly transformed financial markets since its inception in the early 1970s, becoming increasingly sophisticated with the integration of advanced technologies, ...