Monday, 28 February 2011

Week 1 Update

Hello! This is my first blog for my ELEC 4712 Research thesis.

It is already Week 1  of Semester 1, 2011 and I spent my first week and holidays reading the following articles:

Chaboud, A. , Chiquoine, B. , Hjalmarsson, E., and Vega, C., 2009, Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market, International Finance Discussion Papers: Board of Governors of the Federal Reserve System Number 980, 1-46

Hendershott, T., Jones, C.M., and  Menkveld, A.J., Does Algorithmic Trading Improve Liquidity?

Gsell, M., Assessing the impact of algorithmic trading on markets: a simulation approach.

Domowitz, I.,  and Yegerman, H., 2005, The cost of algorithmic trading: A first look at comparative performance

I have also attended preliminary informal meetings with Sanjay Chawla and Andrew Lepone to ask them about being my joint supervisor and they have agreed. However, I will be getting their signatures on Wednesday and Thursday respectively so that I can hand in my topic registration form. Have already got Rafa Calvo as my SEIE supervisor.