David Saltz

Liquidnet, Inc

498 Seventh Avenue, 15th floor

New York, NY 10018

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

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Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands

The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52, https://doi.org/10.3905/jot.2011.6.4.045
Posted: 21 May 2019
Vladimir Markov, Slava Mazur and David Saltz
Liquidnet, Inc., Liquidnet, Inc and Liquidnet, Inc

Abstract:

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market microstructure, algorithmic trading