Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766)

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Buy Low, Sell High: A High Frequency Trading Perspective
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    Buy Low, Sell High: A High Frequency Trading Perspective (English)
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    20 January 2015
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    algorithmic trading
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    high frequency trading
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    short-term-alpha
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    adverse selection
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    mutually exciting processes
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    Hawkes processes
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