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PhD student. New to a lot of stats software but love learning all about them. Aiming to learn down the road Python.


Apr
6
awarded  Student
Apr
6
asked High-Frequency Traders and Front Running: What order types are they using?
Mar
30
comment From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size?
Great post. Would you have any recommendation on some works that take into account the evolution of the limit order book in the evaluation of optimal execution strategies?