A model for unpacking big data analytics in high-frequency trading
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References listed on IDEAS
- Menkveld, Albert J., 2013. "High frequency trading and the new market makers," Journal of Financial Markets, Elsevier, vol. 16(4), pages 712-740.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Adamantios Ntakaris & Martin Magris & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2017. "Benchmark Dataset for Mid-Price Prediction of Limit Order Book data," Papers 1705.03233, arXiv.org, revised May 2017.
- repec:eee:proeco:v:191:y:2017:i:c:p:97-112 is not listed on IDEAS
- repec:spr:gjofsm:v:18:y:2017:i:3:d:10.1007_s40171-017-0159-3 is not listed on IDEAS
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KeywordsBig data; HFT; Latency; Asymmetry; Strategies;
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