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News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT

News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT

Arodh Lal Karn, YE Qiang, Rakshha Kumari Karna, Xiaolin Wang
Copyright: © 2018 |Volume: 26 |Issue: 4 |Pages: 18
ISSN: 1062-7375|EISSN: 1533-7995|EISBN13: 9781522542193|DOI: 10.4018/JGIM.2018100102
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MLA

Karn, Arodh Lal, et al. "News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT." JGIM vol.26, no.4 2018: pp.18-35. http://doi.org/10.4018/JGIM.2018100102

APA

Karn, A. L., Qiang, Y., Karna, R. K., & Wang, X. (2018). News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT. Journal of Global Information Management (JGIM), 26(4), 18-35. http://doi.org/10.4018/JGIM.2018100102

Chicago

Karn, Arodh Lal, et al. "News Sentiment Incorporation in Real-Time Trading: Alpha Testing the Event Trading Strategy in HFT," Journal of Global Information Management (JGIM) 26, no.4: 18-35. http://doi.org/10.4018/JGIM.2018100102

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Abstract

This article describes how machines are the new breed of traders as news sentiment arrivals drive the stock price change. Strategies are the technical approach to search for profit from event-based speculations. This paper revisits these topics in a novel way and first uncovers distinctive characteristics of high frequency trading in Helsinki stock exchange insinuating the impression on positive recovers of event trading. Here is a better prediction by the incorporation of news on returns that proposed event trading strategy has significant effects on Finnish stock. This article contributes to the con temporarily embarked, upgrading form of practical paperwork on the take of news events in high economic science.

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