Enhancing trading strategies with order book signals (Q4559323)

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scientific article; zbMATH DE number 6987639
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Enhancing trading strategies with order book signals
scientific article; zbMATH DE number 6987639

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    Enhancing trading strategies with order book signals (English)
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    3 December 2018
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    order imbalance
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    algorithmic trading
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    high-frequency trading
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    order flow
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    market making
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    adverse selection
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