Home  Journals  Finance and Credit  17(545) - 2013 May

Algorithmic trading influence on trading systems of Russian stock market in post crisis period

Available online: 13 May 2013

Subject Heading: Stock market

JEL Classification: 

The current changes in the global economy during the crisis and post crisis period have an impact on the stock market of the Russian Federation. Recently, one of most pressing questions is the problem of creating the effective trading systems on Russian stock exchanges. In the present work the analysis of the occurring processes within the period 2008 – 2012 years is carried out with the help of the following indicators: the number of transactions, the number of investors, index volatility, calculated on the basis of econometric methods. As a result, the main trends of Russian stock market evolution are revealed in the article: trading intensity with volumes growth back after 2008, the number of clients is stable and volatility level is reducing.

Keywords: equity market, securities electronic trading, algorithmic trading, high frequency trading, crisis, stock exchange, trading system, investor, broker, transaction, turnover, volatility

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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