贡献出关于算法交易的9篇经典论文
A Model for Optimal Execution of Atomic Orders
Arbitrage-Free Limit Order Markets and the Pricing of Order Flow Risk
Clustering of order arrivals, price impact and trade path optimisation
Common factors in prices, order flows, and liquidity
Commonality in liquidity in emerging markets
Constrained portfolio liquidation in a limit order book model
Dynamic trading policies with price impact
Dynamic Trading with Predictable Returns and Transaction Costs
Empirical characteristics of dynamic trading strategies The case of hedge funds