Quantifying the High-Frequency Trading ‘Arms Race’: A New Methodology and Estimates (June 2020)

Quantifying the High-Frequency Trading ‘Arms Race’: A New Methodology and Estimates (June 2020)

June 16, 2020/in public talks, Research talks, Video

Quantifying the High-Frequency Trading ‘Arms Race’: A New Methodology and Estimates (June 2020)

Coauthors: Matteo Aquilina and Peter O'Neill
The Microstructure Exchange, June 16, 2020.