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Rule-based trading on an order-driven exchange: a reassessment
Quantitative Finance ( IF 1.3 ) Pub Date : 2023-12-20 , DOI: 10.1080/14697688.2023.2270711
Alan G. Isaac 1 , Vasudeva Ramaswamy 1
Affiliation  

A core research area of computational behavioral finance investigates emergent price dynamics when heterogeneous traders follow a mix of rule-based strategies and interact indirectly through a limi...

中文翻译:

订单驱动交易所上基于规则的交易:重新评估

计算行为金融学的核心研究领域调查当异构交易者遵循基于规则的策略组合并通过有限的间接交互时出现的紧急价格动态。
更新日期:2023-12-20
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