Comparison of Performance of Trading Transaction Algorithms: Evidence from Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Ebrahimnezhad, Ali (Supervisor)
Abstract
One of the issues that has always been paid attention to financial markets is that the use of mathematical relations and formulas for the better estimation of the forecasts made by the process of indicators that are of great importance in financial markets. In financial markets, algorithms have been developed to help reduce the cost of executing transactions from a variety of factors, in order to impose less costs on traders. In these algorithms, a market order and a limited order are used in such a way that the cost of executing transactions can eventually be minimized. Under a limited order, traders determine how much their stake will be at what price they are willing to trade, but in the...
Cataloging briefComparison of Performance of Trading Transaction Algorithms: Evidence from Tehran Stock Exchange, M.Sc. Thesis Sharif University of Technology ; Zamani, Shiva (Supervisor) ; Ebrahimnezhad, Ali (Supervisor)
Abstract
One of the issues that has always been paid attention to financial markets is that the use of mathematical relations and formulas for the better estimation of the forecasts made by the process of indicators that are of great importance in financial markets. In financial markets, algorithms have been developed to help reduce the cost of executing transactions from a variety of factors, in order to impose less costs on traders. In these algorithms, a market order and a limited order are used in such a way that the cost of executing transactions can eventually be minimized. Under a limited order, traders determine how much their stake will be at what price they are willing to trade, but in the...
Find in contentBookmark |
|