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Can high-frequency traders game futures?

Aldridge, Irene - In: The journal of trading 7 (2012) 2, pp. 75-82

Persistent link: https://www.econbiz.de/10010057972

Measuring accuracy of trading strategies

Aldridge, Irene - In: The journal of trading 4 (2009) 3, pp. 17-25

Persistent link: https://www.econbiz.de/10009881796

High-frequency trading : a practical guide to algorithmic strategies and trading systems

Aldridge, Irene - 2013 - 2. ed.

Persistent link: https://www.econbiz.de/10009748065

Can high-frequency traders game futures?

Aldridge, Irene - In: The journal of trading 7 (2012) 2, pp. 75-82

Persistent link: https://www.econbiz.de/10009670692

High-frequency runs and flash-crash predictability

Aldridge, Irene - In: The journal of portfolio management : a publication of … 40 (2014) 3, pp. 113-123

Persistent link: https://www.econbiz.de/10010365493

Measuring accuracy of trading strategies

Aldridge, Irene - In: The journal of trading 4 (2009) 3, pp. 17-25

Persistent link: https://www.econbiz.de/10003870739

High-frequency trading : a practical guide to algorithmic strategies and trading systems

Aldridge, Irene - 2010

Persistent link: https://www.econbiz.de/10003863549

ETFs, high-frequency trading, and flash crashes

Aldridge, Irene - In: The journal of portfolio management : a publication of … 43 (2016) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10011686156

Optimal execution size in pro-rata markets

Aldridge, Irene - In: The journal of trading 9 (2014) 2, pp. 43-50

Persistent link: https://www.econbiz.de/10011291127

Is Someone Front-Running You Around News Releases?

Aldridge, Irene - 2016

This study presents evidence that much of the trading on macro-economic news occurs prior to the scheduled news announcement times. Examining the trading patterns ahead of the ISM Manufacturing Index and Construction Spending announcement, we find that the trading on the not-yet-publicly...

Persistent link: https://www.econbiz.de/10012999726