fullrecord |
[{"key": "dc.contributor.advisor", "value": "Halttunen, Veikko", "language": null, "element": "contributor", "qualifier": "advisor", "schema": "dc"}, {"key": "dc.contributor.author", "value": "Mutikainen, Iiro", "language": null, "element": "contributor", "qualifier": "author", "schema": "dc"}, {"key": "dc.date.accessioned", "value": "2016-12-08T11:24:54Z", "language": null, "element": "date", "qualifier": "accessioned", "schema": "dc"}, {"key": "dc.date.available", "value": "2016-12-08T11:24:54Z", "language": null, "element": "date", "qualifier": "available", "schema": "dc"}, {"key": "dc.date.issued", "value": "2016", "language": null, "element": "date", "qualifier": "issued", "schema": "dc"}, {"key": "dc.identifier.uri", "value": "https://jyx.jyu.fi/handle/123456789/52229", "language": null, "element": "identifier", "qualifier": "uri", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Teknologian kehittyminen on avannut uusia liiketoimintamahdollisuuksia my\u00f6s finanssialalle. Automatisoitu arvopaperikaupank\u00e4ynti on vakiinnuttanut asemansa arvopaperimarkkinoilla ja yritykset etsiv\u00e4t yh\u00e4 parempia tapoja saavuttaa kaupank\u00e4yntietuja muihin kaupank\u00e4vij\u00f6ihin n\u00e4hden. Automatisoidussa arvopaperikaupank\u00e4ynniss\u00e4 nopeuden on n\u00e4hty olevan kaupank\u00e4ynniss\u00e4 eduksi, jolloin markkinamuutoksiin voidaan reagoida ennen muita kaupank\u00e4vij\u00f6it\u00e4. Alan yritykset ovatkin ryhtyneet niin sanottuun nopeuskilpailuun ja pyrkiv\u00e4t tehostamaan kaupank\u00e4yntij\u00e4rjestelmi\u00e4\u00e4n. Nopeasta automatisoidusta arvopaperikaupank\u00e4ynnist\u00e4 voidaan k\u00e4ytt\u00e4\u00e4 lyhennett\u00e4 HFT (High Frequency Trading). T\u00e4m\u00e4n kirjallisuuskatsaukseen pohjautuvan tutkimuksen tarkoituksena oli selvitt\u00e4\u00e4, mitk\u00e4 tekij\u00e4t vaikuttavat HFT-j\u00e4rjestelmien tehokkuuteen ja mill\u00e4 tavalla n\u00e4m\u00e4 tekij\u00e4t vaikuttavat HFT-j\u00e4rjestelmien toimintaan. Tutkimuksesta k\u00e4vi ilmi, ett\u00e4 HFT-j\u00e4rjestelmien tehokkuuteen vaikuttaa laitteisto, ohjelmisto, laitteiston fyysinen sijainti sek\u00e4 kaupank\u00e4ynniss\u00e4 k\u00e4ytetty strategia. Tutkimus antoi viitteit\u00e4 kuitenkin my\u00f6s siit\u00e4, ett\u00e4 pelkk\u00e4 HFT-j\u00e4rjestelm\u00e4n tehokkuuden lis\u00e4\u00e4minen ei v\u00e4ltt\u00e4m\u00e4tt\u00e4 paranna kaupank\u00e4ynnin menestyst\u00e4, koska siihen vaikuttaa my\u00f6s muun muassa kaupank\u00e4yntistrategian toimivuus. N\u00e4iden asioiden perusteella p\u00e4\u00e4teltiin, ett\u00e4 HFT-j\u00e4rjestelm\u00e4\u00e4 tehostettaessa tulee ottaa suorituskyvyn ohella my\u00f6s muita asioita huomioon \u2013 pelk\u00e4st\u00e4 HFT-j\u00e4rjestelm\u00e4n nopeuttamisesta ei v\u00e4ltt\u00e4m\u00e4tt\u00e4 ole hy\u00f6ty\u00e4.", "language": "fi", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.abstract", "value": "Superior technology has unleashed new business models in finance, too. Algorithmic trading has established its position in stock markets and companies are looking for new tools to reach trading advantages compared to other companies. High speed has been discovered to be an important factor in algorithmic trading because therefore stock market changes can be discovered before other traders. So said speed race has therefore risen among companies while they are aiming to accelerate their trading systems. Fast algorithmic trading is well known as HFT (High Frequency Trading). This literature based review\u2019s goal was to find factors that have effect on the efficiency of HFT system. It was also purposed to determine on how these factors affect HFT systems. It was found out that the factors that have effect on the efficiency of HFT system are hardware, software, location of the system and HFT strategy. This review also suggested that not only trading system\u2019s performance increases success of trading because functionality of trading strategy affects it, too. Therefore it was found out that an efficient HFT system seemed to be result from many factors. In addition to HFT system\u2019s performance, other factors must be taken into consideration while enhancing efficiency of HFT system.", "language": "en", "element": "description", "qualifier": "abstract", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted using Plone Publishing form by Iiro Mutikainen (iivamuti) on 2016-12-08 11:24:54.036268. Form: Kandidaatintutkielma -lomake (https://kirjasto.jyu.fi/julkaisut/julkaisulomakkeet/kandin-tutkielma-lomake). JyX data: [jyx_publishing-allowed (fi) =True]", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Submitted by jyx lomake-julkaisija (jyx-julkaisija.group@korppi.jyu.fi) on 2016-12-08T11:24:54Z\nNo. of bitstreams: 2\nURN:NBN:fi:jyu-201612084997.pdf: 844791 bytes, checksum: 45f55ddd476f971baf4b5c4d0f486334 (MD5)\nlicense.html: 4790 bytes, checksum: f08463af7a9c0811fe61a50ff74bdfb2 (MD5)", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.description.provenance", "value": "Made available in DSpace on 2016-12-08T11:24:54Z (GMT). No. of bitstreams: 2\nURN:NBN:fi:jyu-201612084997.pdf: 844791 bytes, checksum: 45f55ddd476f971baf4b5c4d0f486334 (MD5)\nlicense.html: 4790 bytes, checksum: f08463af7a9c0811fe61a50ff74bdfb2 (MD5)\n Previous issue date: 2016", "language": "en", "element": "description", "qualifier": "provenance", "schema": "dc"}, {"key": "dc.format.extent", "value": "37", "language": "", "element": "format", "qualifier": "extent", "schema": "dc"}, {"key": "dc.language.iso", "value": "fin", "language": null, "element": "language", "qualifier": "iso", "schema": "dc"}, {"key": "dc.rights", "value": "In Copyright", "language": "en", "element": "rights", "qualifier": null, "schema": "dc"}, {"key": "dc.subject.other", "value": "high frequency trading", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "algorithmic trading", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "performance", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.subject.other", "value": "efficiency", "language": null, "element": "subject", "qualifier": "other", "schema": "dc"}, {"key": "dc.title", "value": "HFT-j\u00e4rjestelmien tehokkuuden parantaminen", "language": "", "element": "title", "qualifier": null, "schema": "dc"}, {"key": "dc.type", "value": "bachelor thesis", "language": null, "element": "type", "qualifier": null, "schema": "dc"}, {"key": "dc.identifier.urn", "value": "URN:NBN:fi:jyu-201612084997", "language": null, "element": "identifier", "qualifier": "urn", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Kandidaatintutkielma", "language": "fi", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.type.ontasot", "value": "Bachelor's thesis", "language": "en", "element": "type", "qualifier": "ontasot", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Informaatioteknologian tiedekunta", "language": "fi", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.faculty", "value": "Faculty of Information Technology", "language": "en", "element": "contributor", "qualifier": "faculty", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Informaatioteknologia", "language": "fi", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.department", "value": "Information Technology", "language": "en", "element": "contributor", "qualifier": "department", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "University of Jyv\u00e4skyl\u00e4", "language": "en", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.contributor.organization", "value": "Jyv\u00e4skyl\u00e4n yliopisto", "language": "fi", "element": "contributor", "qualifier": "organization", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Tietoj\u00e4rjestelm\u00e4tiede", "language": "fi", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.subject.discipline", "value": "Information Systems Science", "language": "en", "element": "subject", "qualifier": "discipline", "schema": "dc"}, {"key": "dc.date.updated", "value": "2016-12-08T11:24:55Z", "language": null, "element": "date", "qualifier": "updated", "schema": "dc"}, {"key": "dc.type.coar", "value": "http://purl.org/coar/resource_type/c_7a1f", "language": null, "element": "type", "qualifier": "coar", "schema": "dc"}, {"key": "dc.rights.accesslevel", "value": "openAccess", "language": "fi", "element": "rights", "qualifier": "accesslevel", "schema": "dc"}, {"key": "dc.type.publication", "value": "bachelorThesis", "language": null, "element": "type", "qualifier": "publication", "schema": "dc"}, {"key": "dc.rights.url", "value": "https://rightsstatements.org/page/InC/1.0/", "language": null, "element": "rights", "qualifier": "url", "schema": "dc"}]
|