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Algorithmic trading & DMA : an introduction to direct access trading strategies
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  • 2013Do Dark Pools Harm Price Discovery?309 cited
  • 2014Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information72 cited
  • 2013Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies42 cited
  • 2015News Sentiment to Market Impact and its Feedback Effect28 cited
  • 2012Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments25 cited
  • 2021Algorithmic Trading Efficiency and its Impact on Market-Quality21 cited
  • 2012Understanding the performance of decision strategies in dynamic environments.0 cited

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