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Physics in finance: Trading at the speed of light

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  • Mark Buchanan

    (Mark Buchanan is a science writer based in the United Kingdom. His latest book is Forecast: What Physics, Meteorology and the Natural Sciences Can Teach Us About Economics.)

Abstract

To minimize risks, we must learn more about how financial markets operate at ever faster rates, urges Mark Buchanan.

Suggested Citation

  • Mark Buchanan, 2015. "Physics in finance: Trading at the speed of light," Nature, Nature, vol. 518(7538), pages 161-163, February.
    • Handle: RePEc:nat:nature:v:518:y:2015:i:7538:d:10.1038_518161a
    DOI: 10.1038/518161a
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    Citations

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    Cited by:

    1. Vasilios Mavroudis, 2019. "Market Manipulation as a Security Problem," Papers 1903.12458, arXiv.org.
    2. Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023. "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
    3. Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistically into Finance," Working Papers REM 2021/0175, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. I. Marta Miranda García & María‐Jesús Segovia‐Vargas & Usue Mori & José A. Lozano, 2023. "Early prediction of Ibex 35 movements," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1150-1166, August.
    5. Alexander Nikiporenko, 2023. "Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation," Papers 2307.04045, arXiv.org.
    6. Vitor H. Carvalho & Raquel M. Gaspar, 2021. "Relativistic Option Pricing," IJFS, MDPI, vol. 9(2), pages 1-24, June.
    7. Gianluca P. M. Virgilio, 2022. "A theory of very short-time price change: security price drivers in times of high-frequency trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-34, December.

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