Low-latency liquidity inefficiency strategies

DOI10.1080/14697688.2016.1242765zbMath1402.91962OpenAlexW2547157549MaRDI QIDQ4555102

Christian Oesch, Dietmar G. Maringer

Publication date: 19 November 2018

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

Full work available at URL: https://doi.org/10.1080/14697688.2016.1242765

zbMATH Keywords

liquiditymarket microstructuregrammatical evolution

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cites Work

• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Representations for genetic and evolutionary algorithms. With a foreword by David E. Goldberg.
• Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution
• The Long Memory of the Efficient Market
• Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes
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