Sökning: "Predatory HFT-strategies"
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1. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting
Kandidat-uppsats, KTH/Matematisk statistikSammanfattning : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. LÄS MER
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