THE POTENTIAL FOR REAL-TIME TESTING OF HIGH FREQUENCY TRADING STRATEGIES THROUGH A DEVELOPED TOOL DURING VOLATILE MARKET CONDITIONS

In this study, the authors propose a method for testing high frequency trading (HFT) algorithms on the GPU using kernel parallelization, code vectorization, and multidimensional matrices. The method is applied to various algorithmic trading methods on cryptocurrencies during volatile market conditio...

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Bibliographic Details
Main Authors: Mantas Vaitonis, Konstantinas Korovkinas
Format: Article
Language:English
Published: Polish Association for Knowledge Promotion 2023-06-01
Series:Applied Computer Science
Subjects:
Online Access:https://ph.pollub.pl/index.php/acs/article/view/3629
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