Sharks in the dark: quantifying HFT dark pool latency arbitrage (Q6556139)
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scientific article; zbMATH DE number 7865860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharks in the dark: quantifying HFT dark pool latency arbitrage |
scientific article; zbMATH DE number 7865860 |
Statements
Sharks in the dark: quantifying HFT dark pool latency arbitrage (English)
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17 June 2024
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high-frequency trading
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dark pools
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latency arbitrage
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stale quotes
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reference prices
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