Pages that link to "Item:Q2940766"
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The following pages link to Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766):
Displaying 46 items.
- Incorporating order-flow into optimal execution (Q300846) (← links)
- Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Modelling of limit order books by general compound Hawkes processes with implementations (Q2241518) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Optimal liquidity provision (Q2348293) (← links)
- OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET (Q2797874) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
- Enhancing trading strategies with order book signals (Q4559323) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal market making (Q4610210) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
- Algorithmic market making for options (Q5014175) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Disentangling and quantifying market participant volatility contributions (Q5235452) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- On Bid and Ask Side-Specific Tick Sizes (Q6091093) (← links)
- High frequency market making: the role of speed (Q6150523) (← links)
- Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
- Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)
