forked from mnbvc188199/Warrior_EA
37 lines
1.3 KiB
Text
37 lines
1.3 KiB
Text
Lo, A. W. (2017). Adaptive Markets: Financial Evolution at the Speed of Thought. Princeton
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University Press.
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Nasdaq. (2019). Totalmarkets.A blueprint fora better tomorrow.
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Patterson, S. (2013).DARK POOLS: The Rise of the Machine Tradersand the Rigging of the U.S.
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Stock Market.RandomHouseLCC US.
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PeterGomber, B. A. (2011).High-Frequency Trading.
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Piras,
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A.
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F.
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(2018).
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Non-random
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behavior
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in
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financial
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markets.
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Obtenido
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de
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https://www.researchgate.net/publication/322820666_Non_Random_Patterns_in_Financial_Markets
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SEC. (2011). Pub. No. 141 (3/11) Trading Basics. understanding the Different Ways to Buy and
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sell stock.
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SIFMA Insights. (2019). Electronic Trading MarketStructure Primer.
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Tapiero, P. d. (2014). Is there light in dark trading? A GARCH analysis of transactions in dark
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pools.
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Valtos, M. (2015). Trading Order Flow - Understanding & Profiting From Market Generated
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InformationAs ItOccurs.
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Verniman. (2020).Futures Trading.Obtenido de https://verniman.blogspot.com/
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Warner, J. (2019). High-frequency trading explained: why has it decreased? Obtenido de
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https://www.ig.com/au/trading-strategies/high-frequency-trading-explained--why-has-it-
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decreased--181010
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Wedow, M. P. (2017).Dark pools inEuropeanequity.
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Wikipedia.
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(2021).
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Algorithmic
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https://en.wikipedia.org/wiki/Algorithmic_trading
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trading.
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Obtenido
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de
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