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Tag: algorithmic trading

TICK SIZE DEBATE AND ALGORITHMIC TRADING

​A new study by CMCRC researchers suggests that companies may be able to influence the level of algorithmic trading (AT) by adjusting their price level. The research shows that, stocks with lower relative tick size experience faster cancelation, deletion or trade times and higher order to trade ratios vis-à-vis firms with larger relative ticks. The

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ALGORITHMIC TRADING USING SHORT INTEREST AS THE PRIMARY TRADING SIGNAL

A new study by CMCRC researchers James Melouney and Dr. Matthew Clifton report that a trading strategy based on short-selling information can be used to develop several stock portfolios, achieving annual returns ranging from 0.2118% to 6.3015% after transaction costs. Short-selling refers to the selling of stocks one does not currently own and subsequently purchasing

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