Jamie Walton

University College London - Department of Mathematics

Gower Street

London, WC1E 6BT

United Kingdom

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Foreign Exchange Markets with Last Look

Mathematics and Financial Economics, Forthcoming
Number of pages: 40 Posted: 15 Jul 2015 Last Revised: 01 May 2018
University of Oxford, University of Toronto - Department of Statistics and University College London - Department of Mathematics
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Citation 4

Abstract:

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Last Look, Foreign Exchange, Latency Arbitrage, Spamming, Spraying, Stale Quotes, Algorithmic Trading, Low Latency Traders, High-Frequency Trading