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Market Microstructure
馃搱 Market Microstructure
Order Flow, High Frequency Trading, Liquidity, Trading Venues
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Market
Making and Transient Impact in Spot FX
聽
馃挵
閲戣瀺
聽
Content type:
Academic
arxiv.org
路
4d
4 days ago
Actions for Market Making and Transient Impact in Spot FX
From Means to Medians: Optimal Benchmark Design
聽
馃
AI
聽
Content type:
Academic
arxiv.org
路
3d
3 days ago
Actions for From Means to Medians: Optimal Benchmark Design
Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based
Trading
Systems
聽
馃
AI
聽
Content type:
Academic
arxiv.org
路
3d
3 days ago
Actions for Beyond Agent Architecture: Execution Assumptions and Reproducibility in LLM-Based Trading Systems
Volatility Forecasting and Return Prediction under
Market
Regimes: Evidence from
High-Frequency
Chinese Equity Data
聽
馃
AI
聽
Content type:
Academic
arxiv.org
路
3d
3 days ago
Actions for Volatility Forecasting and Return Prediction under Market Regimes: Evidence from High-Frequency Chinese Equity Data
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
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馃
AI
聽
Content type:
Academic
arxiv.org
路
3d
3 days ago
Actions for Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
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