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From arXiv
Wilmott picks the most interesting new submissions from the arXiv qfin list so you don’t have to […]
Limit Order Book
Articles
Order Book Visualization
Tsachi Galanos of Bookmap describes the firm’s novel solution to Limit Order Book Visualization and analysis Roughly two years ago, we shifted our company’s focus from proprietary trading activity, dealing mainly with HFT algorithms, to […]