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Economics / Investment / Mathematical finance / Stock market / High-frequency trading / Algorithmic trading / Statistical arbitrage / Hedge fund / Day trading / Financial economics / Finance / Financial markets


Moore’s Law versus Murphy’s Law: Algorithmic Trading and Its Discontents
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Document Date: 2014-01-10 17:02:29

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New York / Washington / DC / Cambridge / /

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Standard & Poor / Barra / AlphaSimplex Group LLC / 100 New York Stock Exchange / Algorithmic Trading / LongTerm Capital Management / Artificial Intelligence Laboratory / Knight Capital Group / Facebook / Wells Fargo Bank / Its Discontents / Cox / Barr Rosenberg and Associates / New York Stock Exchange. / /

Country

United States / /

Currency

USD / /

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Event

IPO / /

Facility

Massachusetts Institute of Technology / /

IndustryTerm

quantitative finance / software platform / portfolio optimization software / telecommunications networks / technology-specific corollary / potential market maker / computer technology / finance / food / well-defined and transparent algorithm / real estate / variance optimization algorithms / execution algorithms / typical market-making algorithm / visible applications / financial services / telecommunications / investment products / market maker / computing / financial technology / financial technologies / /

MarketIndex

S&P 500 / Dow 30 / /

Organization

School of Management / Laboratory for Financial Engineering / Massachusetts Institute of Technology / US Commodity Futures Trading Commission / /

Person

T. Harris Professor / Harry Markowitz / Andrew W. Lo / Andrei A. Kirilenko / Richard Feynman / /

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Position

Chief Economist / Principal Investigator / general economic growth / Professor / Director / Professor of the Practice of Finance / statistical model for stock-price dynamics / Chairman and Chief Investment Strategist / great physicist / active trader / Professor of the Practice / Director / /

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Massachusetts / /

PublishedMedium

Journal of Economic Perspectives / /

Technology

semiconductor / typical market-making algorithm / execution algorithms / computer technology / well-defined and transparent algorithm / Flash / variance optimization algorithms / /

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http /

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