Call for Paper - June Edition
IJCA solicits original research papers for the June Edition of IJCA. Last date of manuscript submission is May 21, 2012. Read More

Algorithmic Trading (AT) - Framework for Futuristic Intelligent Human Interaction with Small Investors

Print
PDF
International Journal on Computer Applications
© 2010 by IJCA Journal
Number 21 - Article 1
Year of Publication: 2010
Authors:
Archit Bansal
Kaushik Mishra
Anshul Pachouri
10.5120/71-660

Archit Bansal, Archit Bansal and Anshul Pachouri. Article: Algorithmic Trading (AT) - Framework for Futuristic Intelligent Human Interaction with Small Investors. International Journal of Computer Applications 1(21):1–5, February 2010. Published By Foundation of Computer Science. BibTeX

@article{key:article,
	author = {Archit Bansal and Archit Bansal and Anshul Pachouri},
	title = {Article: Algorithmic Trading (AT) - Framework for Futuristic Intelligent Human Interaction with Small Investors},
	journal = {International Journal of Computer Applications},
	year = {2010},
	volume = {1},
	number = {21},
	pages = {1--5},
	month = {February},
	note = {Published By Foundation of Computer Science}
}

Abstract

Algorithmic trading has become more popular with large institutional investors these days. Big investment giants and top corporate notches are taking undue advantage of these algorithms over small investors. The one of the most critical factor which is limiting small investors to use these algorithms is lack of interactive user interface. This paper proposes a framework for intelligent interaction of these trading algorithms with the user which maintains required user adaptability, modeling and knowledge sharing in the coming future. Further the paper discuss about the various trading algorithms, their areas of concern and its likely impact on the market presently and in coming future.

Reference

    [1] Cliff Saran: Stock Exchange begins year-long testing program for new core trading system: Computer Weekly(2006).
    [2] S K Rao: Algorithmic Trading-Pros and Cons www.tcs.com/.../White%20Papers/TCS_FS_algorithmictrading.pdf
    [3] Sham M. Kakade, Michael Kearns, Yishay MansourLuis E. Ortiz: Competitive Algorithms for VWAP and Limit Order Trading,In: 5th ACM conference on Electronic commerce table of contents ,New York, USA,pp.189 - 198( 2004)
    [4] Cheuvreux, https://www.cheuvreux.com/pdf/Algo%20Fact-Sheet_EU.pdf.
    [5] Efrat Manisterski, Raz Lin and Sarit Kraus: Understanding How People Design Trading Agents over Time: International Conference on Autonomous Agents archive ,In:e 7th international joint conference on Autonomous agents and multiagent systems, Estoril, Portugal,pp. 1593-1596(2008)
    [6] Toby Cole: Foreign Exchange Implications of Algorithmic Trading: Credit Suisse Securities (EUROPE) Limited(2007).
    [7] Gsell, Markus, Johann Wolfgang: Assessing the impact of Algorithmic Trading on Markets : A simulation approach(2005)
    [8] Mobis Philipose: Indian markets slowly warming up to algorithmic trading: http://info.shine.com/Article/Industry-Buzz/Indian-markets-slowly-warming-up-to-algorithmic-trading/2840/cid117.aspx
    [9] Goldman sachs enhances algorithm trading offering in India: http://gset.gs.com/cgibin/upload.dll/file.pdf?z0412210az2a259234840b4a57b03995d6191ecb07
    [10] Dr. John Bates, Mark Palmer: Ten algorithmic trading trends in the lead-up to 2010 :Financial Intelligence Guide( 2006)
    [11] Algorithmic Trading Trends and Drivers: Tellefsen Consulting Group, Inc(2005)
    [12] Directory: Algorithm Trading, Wall street and tech((2004)
Learn about the IJCA article correction policy and process
Dealing with any form of copyright/ intellectual infringement.
Excerpts from the book ‘Peer Review – A Critical Inquiry’ by David Shatz
Take advantage of the special issue on Network Security
Directly place requests for print/ hard copies of IJCA via Google Docs