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做市策略

Order Imbalance Based Strategy in High Frequency Trading.pdf

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一个高频的因子策略改进

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Optimal high frequency trading with limit and market orders.pdf

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High-frequency market-making with inventory constraints and directional bets.pdf

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存货管理

High-frequency trading in a limit order book.pdf

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an algorithmic framework for frequent intraday pattern recognition and exploitation.pdf

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