Signing trades and an evaluation of the Lee-Ready algorithm (Q470417)
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scientific article; zbMATH DE number 6368779
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| English | Signing trades and an evaluation of the Lee-Ready algorithm |
scientific article; zbMATH DE number 6368779 |
Statements
Signing trades and an evaluation of the Lee-Ready algorithm (English)
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12 November 2014
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liquidity
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limit order book
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signing trades
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Lee-Ready algorithm
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tick data
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supply curve
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0.6863875985145569
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0.6672640442848206
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0.6609964966773987
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