Articles by Nan Liu

Transactional Cost on High Frequency Trading

May 12, 2018 | Nan Liu

Special thanks to my great teammate, Qiang Ji. This research explores two execution approaches i.e Market Taking and Opportunistic Market Making. In short, Market Taking (MT) method allows us to send market order and aggress market immediately with the latest quotes. While, Opportunistic Market Making (OMM) method is more ...
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