The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716)
From MaRDI portal
scientific article; zbMATH DE number 7343457
Language | Label | Description | Also known as |
---|---|---|---|
English | The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets |
scientific article; zbMATH DE number 7343457 |
Statements
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (English)
0 references
4 May 2021
0 references
latency
0 references
fill ratio
0 references
high-frequency trading
0 references
algorithmic trading
0 references
0 references