1 citations · 1 across the 1 of their papers we have counts for
2 papers
cs.MA2021★ 1 cited
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
Henry Hanifan, Ben Watson, John Cartlidge +1
We consider issues of time in automated trading strategies in simulated financial markets containing a single exchange with public limit order book and continuous double auction ma…
q-fin.TR2019
Fools Rush In: Competitive Effects of Reaction Time in Automated Trading
Henry Hanifan, John Cartlidge
We explore the competitive effects of reaction time of automated trading strategies in simulated financial markets containing a single exchange with public limit order book and con…