A limit order book model for latency arbitrage (Q1938985)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A limit order book model for latency arbitrage |
scientific article |
Statements
A limit order book model for latency arbitrage (English)
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26 February 2013
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limit order book
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latency arbitrage
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high-frequency trading
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Tobin tax
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0.797648012638092
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0.7972036004066467
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0.7940301299095154
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0.79216468334198
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0.7856659293174744
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