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"Market Impact in Trader-Agents: Adding Multi-Level Order-Flow ..."

Zhen Zhang, Dave Cliff (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2012-12555
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2012-12555
Zhen Zhang, Dave Cliff:
Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems. CoRR abs/2012.12555 (2020)

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