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Yeah yeah, its called frequent batch auctions. obligatory mention in every hft discussion: http://faculty.chicagobooth.edu/eric.budish/research/HFT-FrequentBat

by cdetrio 11y ago

Yeah yeah, its called frequent batch auctions. obligatory mention in every hft discussion: http://faculty.chicagobooth.edu/eric.budish/research/HFT-FrequentBatchAuctions-Slides.pdf http://faculty.chicagobooth.edu/eric.budish/research/HFT-Fre...