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Game of Spreads: How to Build Better Trading Algos With Game Theory - Vimarsana News

Game of Spreads: How to Build Better Trading Algos With Game Theory

By Eunice Xu, APAC AES Coverage, Credit Suisse

OneChronos ATS Adds to US Periodic Auctions - Traders Magazine - Vimarsana News

OneChronos ATS Adds to US Periodic Auctions - Traders Magazine

The venue matches counterparties using mathematical optimization.

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response * | The Quarterly Journal of Economics - Vimarsana News

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

Source: oup.com