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

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+High-frequency trading in a limit order book
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+Optimal Execution with Dynamic Order Flow Imbalance
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+Algorithmic Trading with Model Uncertainty
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+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
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+A Closed-Form Execution Strategy to Target Volume Weighted Average Price
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+Incorporating order-flow into optimal execution
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+Buy Low, Sell High: A High Frequency Trading Perspective
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+Optimal high-frequency trading with limit and market orders
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+Simulating and Analyzing Order Book Data: The Queue-Reactive Model
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