Enhancing trading strategies with order book signals
- Cartea, Álvaro Oxford-Man Institute of Quantitative Finance, Oxford, UK
- Donnelly, Ryan Swiss Finance Institute, École Polytechnique Fédérale de Lausanne (EPFL), Lausanne, Switzerland
- Jaimungal, Sebastian Department of Statistical Sciences, University of Toronto, Toronto, Canada
- 2018-2-23
Published in:
- Applied Mathematical Finance. - Informa UK Limited. - 2018, vol. 25, no. 1, p. 1-35
- Language
-
- English
- Open access status
- green
- Identifiers
-
- DOI 10.1080/1350486x.2018.1434009
- ISSN 1350-486X
- Persistent URL
- https://folia.unifr.ch/global/documents/48726
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