SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Anatomy of Trading Algorithms · Study

PreprintShelves

PreprintThe Anatomy of Trading Algorithms

Tyler Beason2019

OA

Preprintgreen2019

The Anatomy of Trading Algorithms

Tyler Beason · Sunil Wahal

26 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stochastic processes and financial applications FinTech, Crowdfunding, Digital Finance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 26 citations exist upstream.

References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 2008Liquidity and leverage 2001Optimal execution of portfolio transactions 1988Liquidity and Market Structure 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1998Optimal control of execution costs 1994Is the Electronic Open Limit Order Book Inevitable?2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Optimal Trading Strategy and Supply/Demand Dynamicspreprint · 12 shared references 2008Limit Order Markets: A Surveychapter · 12 shared references 2019Liquidity and Information in Limit Order Marketsarticle · 11 shared references 2013Market Liquidity—Theory and Empirical Evidencechapter · 11 shared references 2013Limit order booksarticle · 10 shared references 2010Limit-order submission strategies under asymmetric informationarticle · 10 shared references

Details

Year2019

Typepreprint

Published2019-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.3497001

openalex_workW3008077571

Links

Imported from OpenAlex (CC0) — nothing here is generated.