Pages that link to "Item:Q1938985"
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The following pages link to A limit order book model for latency arbitrage (Q1938985):
Displaying 5 items.
- (Q3534743) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- Modelling the shape of the limit order book (Q5026540) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)