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Time, trading and algorithms in financial sector security
Thompson, Grahame, (2017)
Trading on momentum : advanced techniques for high-percentage day trading
Wolff, Ken, (2002)
Topics in empirical market microstructure : measuring the informational content of order flow
Wünsche, Oliver, (2010)
Applying event processing to electronic trading
DeLoach, Don, (2009)
The data management challenge