Rule-based trading on an order-driven exchange: a reassessment

DOI10.1080/14697688.2023.2270711OpenAlexW4388441782MaRDI QIDQ6127437

Unnamed Author, Alan G. Isaac

Publication date: 12 April 2024

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2023.2270711

zbMATH Keywords

return volatilitytrade volumeprice dynamicsmarket microstructurelimit order bookchartismcomputational behavioral finance

Mathematics Subject Classification ID

Financial markets (91G15)

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