latency-arbitrage
There are 1 repositories 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).
There are 1 repositories under latency-arbitrage topic.
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).