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Financial Market Risk

  • Art Sedighi
  • Milton Smith
Chapter

Abstract

In the first 5 min (9:30–9:35 AM EST) after the market opened on Friday, June 24, 2016, the trading volume of the Dow Jones Industrial Average reached 5.71 million shares; by the closing minute (4:00 PM), the volume was over 63 million shares (Table 2.1). Over the course of the day, a total of 5.2 million trades were processed by the New York Stock Exchange (NYSE), and over five million of these were small trades of 1–2000 shares.

Keywords

Financial market Risk Algo-trading Algorithmic trading Value-at-risk VaR MCS Monte-Carlo simulation Job Tasks Earlier due date Shortest processing time Starvation Temporarily starve Fair-share scheduling Burst Class A Class B Class C Class D Use cases Priority Load Time slice PC Shortest job first Scheduling algorithms Fair-share Modeling FUD Dynamicity Fairness Utilization FLOP Time-in-system Utility dSim 

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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Art Sedighi
    • 1
  • Milton Smith
    • 1
  1. 1.Industrial, Manufacturing & Systems EngineeringTexas Tech UniversityLubbockUSA

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