Enhancing trading strategies with order book signals (Q4559323): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
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+Normal rank
@@ Property / cites work @@
+High-frequency trading in a limit order book
@@ Property / cites work: High-frequency trading in a limit order book / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Execution with Dynamic Order Flow Imbalance
+Normal rank
@@ Property / cites work @@
+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
+Normal rank
@@ Property / cites work @@
+A Closed-Form Execution Strategy to Target Volume Weighted Average Price
+Normal rank
@@ Property / cites work @@
+Incorporating order-flow into optimal execution
@@ Property / cites work: Incorporating order-flow into optimal execution / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low, Sell High: A High Frequency Trading Perspective
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@@ Property / cites work @@
+Optimal high-frequency trading with limit and market orders
+Normal rank
@@ Property / cites work @@
+Simulating and Analyzing Order Book Data: The Queue-Reactive Model
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/1350486x.2018.1434009
+Normal rank
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+W3122879523
@@ Property / OpenAlex ID: W3122879523 / rank @@
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@@ Property / Wikidata QID @@
+Q130201194
@@ Property / Wikidata QID: Q130201194 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4559323