Quantifying the High-Frequency Trading ‘Arms Race’: A new methodology and estimates

Quantifying the High-Frequency Trading ‘Arms Race’: A new methodology and estimates

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

Quantifying the High-Frequency Trading ‘Arms Race’: A new methodology and estimates

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