Xuan Tao

Shanghai Jiao Tong University (SJTU) - School of Mathematical Sciences

Dongchuan Road 800

Shanghai, Shanghai

China

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Scholarly Papers (1)

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On Detecting Spoofing Strategies in High Frequency Trading

Number of pages: 30 Posted: 06 Jan 2021
Shanghai Jiao Tong University (SJTU) - School of Mathematical Sciences, Western University, affiliation not provided to SSRN and China Academy of Financial Research (SAIF) and School of Mathematical Sciences
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Abstract:

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Spoofing, High Frequency Trading, Imbalance, Limit Order Book