Algorithmic trading review

  • Authors:
  • Philip Treleaven;Michal Galas;Vidhi Lalchand

  • Affiliations:
  • University College London, U.K.;University College London, U.K.;University College London, U.K.

  • Venue:
  • Communications of the ACM
  • Year:
  • 2013

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Abstract

The competitive nature of AT, the scarcity of expertise, and the vast profits potential, makes for a secretive community where implementation details are difficult to find.