Essays about: "Predatory HFT-strategies"
Found 1 essay containing the words Predatory HFT-strategies.
University essay from KTH/Matematisk statistik; KTH/Matematisk statistik
Abstract : 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