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Tagged with liquidity high-frequency
3 questions
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Gueant–Lehalle–Fernandez-Tapia formulas for varying volatility
There are formulas proposed by Gueant–Lehalle–Fernandez-Tapia related to the optimal bid and ask in market-making models (Optimal Market Making by Gueant or The Financial Mathematics of Market ...
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What makes open-outcry preferable to electronic trading and what are its consequences?
I recently visited the trading floor of CBOE where especially the pits of SPX and VIX are relatively crowded and open outcry is still performed. I was surprised to hear that the traded volume is non ...
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How could HFT help increase liquidity? [duplicate]
I have ready in several websites that HFT can help increase market liquidity, although this is contested in some articles.
I am not familiar with the concept of market liquidity. What is the basis of ...
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