Essays in high frequency trading, portfolio selection and oil futures markets
High frequency trading (HFT) requires a detailed analysis of the quote structure of the continuous limit order book in order to correctly de- rive viable arbitrage strategies. Traders can manipulate order books by submitting and retracting ‘spoof’ orders at various levels of the order book by introd...
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Durham University
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.753821 |