Abstract
Machines are the new breed of traders. This environment motivates a need to checkin Helsinki stock exchange on event driven strategies proposed by Aldridge (2009).This paper is the first paper in its nature and thus contributes to the contemporarilyembarked, upgrading form of practical paperwork on the take of News events in higheconomic science. The information difference is much enclosed in the ideal programtrading practices thus validating our proposed event trading strategy. We find betterprediction by the incorporation of news on Returns that event trading has significanteffects on Finnish stock
| Original language | English |
|---|---|
| Title of host publication | DEStech Transactions on Social Science Education and Human Science |
| Subtitle of host publication | DOI:10.12783/dtssehs/apme2016/8049 |
| Publisher | DEStech Publications |
| ISBN (Electronic) | 978-1-60595-434-9 |
| Publication status | Published - 28 Apr 2017 |
Keywords
- news sentiment
- HFT
- trading