High-Frequency Strategies 高频交易策略介绍(译文)
High-Frequency Strategies 高频交易策略介绍(译文)Most high-frequency momentum strategies involve extracting information from the order book, and the basic idea is simple: If the bid size is much bigger than the ask size, expect the price to tick up and vice ve.
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2021-09-01 18:37:52 ·
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