Enhancing Trading Strategies with Order Book Signals

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Enhancing Trading Strategies with Order Book Signals

Cartea, lvaro, Donnelly, Ryan Francis, Jaimungal, Sebastian
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2668277
File:
PDF, 731 KB
english, 2015
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