A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

Abstract: The financial market has undergone several changes in recent years with algorithmic trading. It allows traders to carry out instructions embedded in algorithmic strategies effectively and ...

Abstract: Algorithmic trading has profoundly transformed financial markets since its inception in the early 1970s, becoming increasingly sophisticated with the integration of advanced technologies, ...

2026-05-29 🔐 Robinhood Agentic Trading support (opt-in, bounded autonomy): Adds support for Robinhood Agentic Trading (remote MCP, OAuth). Off and read-only by default; the agent acts only inside a ...

The FIX Trading Community has unveiled new recommended practices for algorithm testing and certification, aimed at enhancing the robustness and consistency of algorithmic trading. The recommended ...