Tag: order-books
Concepts
- How The Auction Book Interacts With The Continuous Book
- Tie-Breaks: Minimum Surplus And Reference Price
- The Cont-Stoikov-Talreja Book Model
- Deep Learning On Limit Order Books
- Flickering Quotes And Quote Lifetimes
- Imbalance-Only And Auction-Only Orders
- Indicative Price Drift During The Call Phase
- How Deep To Place A Limit Order
- Locked And Crossed Markets
- Minimum Quantity And All-Or-None Orders
- MOC Cut-Offs And Late Order Rules
- Odd Lots, Round Lots And Mixed Lots
- Market-On-Close And Limit-On-Close Orders
- Why The Book Has A Power-Law Shape
- Skip Lists
- The Distribution Of Trade Sizes
- Zero-Intelligence Order Book Models