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High Frequency Quoting: High Frequency Quoting:

High Frequency Quoting: - PowerPoint Presentation

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Uploaded On 2016-08-03

High Frequency Quoting: - PPT Presentation

ShortTerm Volatility in Bids and Offers Joel Hasbrouck Stern School NYU 1 Disclaimers I teach in an entrylevel training program at a large financial firm that is generally thought to engage in high frequency trading ID: 431323

time variance ms1 0001 variance time 0001 ms1 offer ms0 scale volatility bid 2011 150 share wavelet level mils 2001 price table

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