Yixuan Wang

University of Oxford

Mansfield Road

Oxford, Oxfordshire OX1 4AU

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 39,714

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1,308

SSRN CITATIONS

1

CROSSREF CITATIONS

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Scholarly Papers (4)

1.

Market Making with Alpha Signals

Number of pages: 25 Posted: 22 Aug 2019 Last Revised: 29 Aug 2019
Álvaro Cartea and Yixuan Wang
University of Oxford and University of Oxford
Downloads 522 (61,435)

Abstract:

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market making, alpha signal, high-frequency trading, momentum trading, order flow, adverse selection, latent alpha

2.

Spoofing and Price Manipulation in Order Driven Markets

Number of pages: 38 Posted: 02 Aug 2019 Last Revised: 30 Jan 2020
University of Oxford, University of Toronto - Department of Statistics and University of Oxford
Downloads 482 (67,824)
Citation 2

Abstract:

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Market making, Spoofing, Layering, High-frequency trading, Market quality

3.

Market Making With Minimum Resting Times

Quantitative Finance, Forthcoming
Number of pages: 35 Posted: 24 Jun 2018 Last Revised: 12 Dec 2018
Álvaro Cartea and Yixuan Wang
University of Oxford and University of Oxford
Downloads 233 (151,855)

Abstract:

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Market making, Minimum resting times, High-frequency trading, Market quality, Regulation

4.

Mathematical Problems in Algorithmic Trading and Financial Regulation

Number of pages: 140 Posted: 03 Jun 2020
Yixuan Wang
University of Oxford
Downloads 71 (372,715)

Abstract:

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