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q-fin.TR2026
Metaorder modelling and identification from public data
Ezra Goliath, Tim Gebbie
Market-order flow in financial markets exhibits long-range correlations. This is a widely known stylised fact of financial markets. A popular hypothesis for this stylised fact come…
q-fin.TR2026
Metaorder modelling and identification from public data
Ezra Goliath, Tim Gebbie
Market-order flow in financial markets exhibits long-range correlations. This is a widely known stylised fact of financial markets. A popular hypothesis for this stylised fact come…