How Fast Can You Trade? High Frequency Trading in Dynamic Limit Order Markets [Bernales]By hftreviewcom542February 8, 2013 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations [Cont, De Larrard]By hftreviewcom542April 12, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
On the Dark Side of the Market: Identifying and Analyzing Hidden Order Placements [Hautsch, Huang]By hftreviewcom542April 2, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
