latency-arbitrage

There are 0 repository under latency-arbitrage topic.

• ericbudish / HFT-Races

  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

  pythonrfinancetradinghigh-frequency-tradinghftsnipinglatency-arbitragestock-exchangefinancial-exchangemarket-designmessage-datalimit-order-bookorder-bookexchangesalgorithmic-tradingbots
  Language:Python 42