Optimal Limit Order Execution in a Simple Model for Market Microstructure Dynamics [Burlakov, Kamal, Salvadore]By hftreviewcom542February 8, 2013 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Exchange-Traded Funds, Market Structure and the Flash Crash [Madhavan]By hftreviewcom542August 20, 2012 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…
The Volume Clock: Insights into the High Frequency Paradigm [Easley, Lopez de Prado, O’Hara]By hftreviewcom542April 10, 2012 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Where is the Value in High Frequency Trading? (Cartea, Penalva)By hftreviewcom542July 26, 2011 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
Flow Toxicity and Volatility in a High Frequency World (Easley, Lopez de Prado, O’Hara)By hftreviewcom542July 26, 2011 High Frequency Trading Review SUBSCRIBE TO FEED All site bookmarks BOOKMARK AND SHARE Twitter Linkedin Facebook Delicious Digg Stumbleupon Envelope…
