Market Microstructure for Algo Traders: Spread, Impact, and Order Flow
Fields of Study & Subjects
Financial Markets and Investment Strategies
FinTech
Crowdfunding
Digital Finance
Stochastic processes and financial applications
Publication details
- Journal / source
- Zenodo (CERN European Organization for Nuclear Research)
- Publication date
- 31 January 2026
- Document type
- Preprint