Warrior_EA/docs/Wyckoff/books/pages_w2/p276.txt

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