How Traders enter the Market through the Book
Statistical Mechanics
2008-12-02 v1 Trading and Market Microstructure
Abstract
Simulation of the trading activity based on the implementation of the book.
Cite
@article{arxiv.cond-mat/0103106,
title = {How Traders enter the Market through the Book},
author = {Lorenzo Matassini and Fabio Franci},
journal= {arXiv preprint arXiv:cond-mat/0103106},
year = {2008}
}
Comments
6 pages, pseudo-code of the model
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