Pages that link to "Item:Q5166266"
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The following pages link to OR Forum—The Cost of Latency in High-Frequency Trading (Q5166266):
Displaying 15 items.
- Profit-based latency problems on the line (Q943793) (← links)
- Investment in high-frequency trading technology: a real options approach (Q1754760) (← links)
- New evidence on market response to public announcements in the presence of microstructure noise (Q2076860) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- High frequency trading, liquidity, and execution cost (Q2259047) (← links)
- Optimal Execution with Dynamic Order Flow Imbalance (Q3456840) (← links)
- Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
- LATENCY AND LIQUIDITY RISK (Q5061490) (← links)
- Optimal market making in the presence of latency (Q5139247) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- A Stackelberg order execution game (Q6549606) (← links)