Game of Spreads: How to Build Better Trading Algos With Game Theory
By Eunice Xu, APAC AES Coverage, Credit Suisse
Source: tradersmagazine.com
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OneChronos ATS Adds to US Periodic Auctions - Traders Magazine
The venue matches counterparties using mathematical optimization.
Richard Suth Adam Inzirillo Cboe Global Markets Markets Media Global Markets North American Equities
Source: tradersmagazine.com
The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response * | The Quarterly Journal of Economics
Abstract. The high-frequency trading arms race is a symptom of flawed market design. Instead of the continuous limit order book market design that is currently
New York United States University Of Chicago United Kingdom Chicago Mercantile Exchange New York Stock Exchange
Source: oup.com