The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716)
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scientific article; zbMATH DE number 7343457
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| default for all languages | No label defined |
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| English | The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets |
scientific article; zbMATH DE number 7343457 |
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The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (English)
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4 May 2021
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latency
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fill ratio
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high-frequency trading
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algorithmic trading
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0.8266316
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0.8153548
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0.8079201
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0.8076639
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0.8063479
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