Sharks in the Dark: Quantifying Hft Dark Pool Latency Arbitrage

Author:

Foley Sean,O'Neill Peter,Aquilina Matteo,Ruf Thomas

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference56 articles.

1. Quantifying the High-Frequency Trading "Arms Race"*;Matteo Aquilina;The Quarterly Journal of Economics,2022

2. Are high-frequency traders anticipating the order flow? Cross-venue evidence from the UK market;Matteo Aquilina;Review of high-frequency trading and dark liquidity, Discussion Paper 452 Australian Securities and Investments Commission,2015

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