3 ms·
Great explanation! For an in depth and relatively formal (and mathematical) look at this from an economist I recommend https://faculty.chicagobooth.edu/eric.bu
by phildaian 8y ago
Great explanation! For an in depth and relatively formal (and mathematical) look at this from an economist I recommend https://faculty.chicagobooth.edu/eric.budish/research/HFT-FrequentBatchAuctions.pdf https://faculty.chicagobooth.edu/eric.budish/research/HFT-Fr...