Future Trends in Quantitative Finance and Algorithmic Trading Strategies
The last several decades have witnessed tremendous changes in algorithmic trading and quantitative finance due to advances in data analytics, computing capacity, and technology. This study examines how these industries will evolve in the future while providing a thorough overview of recent advancements and upcoming trends. The paper starts with a historical review that traces the development of algorithmic trading methods and quantitative finance, emphasizing significant turning points and technical innovations. We examine the latest developments in high-frequency trading (HFT), the use of big data analytics, and the fusion of artificial intelligence and machine learning as they relate to quantitative finance. The study looks at a number of algorithmic trading techniques, including as sentiment-based trading, statistical arbitrage, trend following, mean reversion, and market creating. The potential for developing technologies to transform financial markets and trading methods is also taken into account, including the influence of blockchain, quantum computing, and sophisticated data visualization tools.
Authors
- Kenam Sahithi
- Nagandla Venkatesh Chowdary
- Devannawar Amruta
- Deepakraj Rukum
Institutions
- Bank of New York Mellon (US)
Publication Details
- Published
- 2024-11-27
- DOI
- https://doi.org/10.1109/sibf63788.2024.10883846
- Citations
- 1
- Primary Topic
- Complex Systems and Time Series Analysis
- Type
- article
- Field-Weighted Citation Impact
- 1.13