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Trading system capability

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  • Andrew Kumiega
  • Thaddeus Neururer
  • Ben Van Vliet

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Suggested Citation

  • Andrew Kumiega & Thaddeus Neururer & Ben Van Vliet, 2014. "Trading system capability," Quantitative Finance, Taylor & Francis Journals, vol. 14(3), pages 383-392, March.
    • Handle: RePEc:taf:quantf:v:14:y:2014:i:3:p:383-392
    DOI: 10.1080/14697688.2013.787492
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    References listed on IDEAS

    as
    1. David Bock, 2008. "Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(2), pages 213-227.
    2. Bodnar Taras & Schmid Wolfgang, 2009. "Estimation of optimal portfolio compositions for Gaussian returns," Statistics & Risk Modeling, De Gruyter, vol. 26(3), pages 179-201, April.
    3. Tao Chen & Julian Morris & Elaine Martin, 2006. "Probability density estimation via an infinite Gaussian mixture model: application to statistical process monitoring," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(5), pages 699-715, November.
    4. Golosnoy, Vasyl & Ragulin, Sergiy & Schmid, Wolfgang, 2011. "CUSUM control charts for monitoring optimal portfolio weights," Computational Statistics & Data Analysis, Elsevier, vol. 55(11), pages 2991-3009, November.
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    Citations

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    Cited by:

    1. Wendy L Currie & Jonathan J J M Seddon & Ben van Vliet, 2022. "From decision optimization to satisficing: Regulation of automated trading in the US financial markets," Post-Print hal-03839100, HAL.
    2. Ben Van Vliet, 2019. "A Behavioural Approach To The Lean Startup/Minimum Viable Product Process: The Case Of Algorithmic Financial Systems," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 24(03), pages 1-30, May.
    3. Van Vliet, Ben, 2017. "Capability satisficing in high frequency trading," Research in International Business and Finance, Elsevier, vol. 42(C), pages 509-521.
    4. Sánchez Serrano Antonio, 2020. "High-Frequency Trading and Systemic Risk: A Structured Review of Findings and Policies," Review of Economics, De Gruyter, vol. 71(3), pages 169-195, December.

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