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The top documents tagged [small spreads]
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Optimal Liquidity Provision∗
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VIII International conference Theory and practice of options trading. Evolution of market making and algorithmic trading Christopher Lederer MD, Orc Software
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Algorithmic Trading By: Avi Thaker. Table of Contents HFT vs Non-HFT Terms Data Pandas Limit Order Book Limit Order Execution Kinds of Strategies
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presentation Trader's Trophy workshop Capitant Gent
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