Market Microstructure for Algo Traders: Spread, Impact, and Order Flow

Read full text
Authors: Ali Barati Brojeni
Cited by: 0

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