Enhancing trading strategies with order book signals (Q4559323)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6987639
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Enhancing trading strategies with order book signals |
scientific article; zbMATH DE number 6987639 |
Statements
Enhancing trading strategies with order book signals (English)
0 references
3 December 2018
0 references
order imbalance
0 references
algorithmic trading
0 references
high-frequency trading
0 references
order flow
0 references
market making
0 references
adverse selection
0 references
0.8199793100357056
0 references
0.7960423827171326
0 references
0.7837255597114563
0 references
0.7711594104766846
0 references
0.7670490145683289
0 references
