Essays about: "Predatory HFT-strategies"
Found 1 essay containing the words Predatory HFT-strategies.
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1. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting
University essay from KTH/Matematisk statistikAbstract : 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. READ MORE
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