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Phantom liquidity paper updated and submitted.

 May 9, 2016 |  Publications, Paper updates |  

Phantom Liquidity has been submitted to the Journal of Trading. It was (sort of) solicited so we’re pretty hopeful that it is good to go. Great work by my co-authors getting it polished and ready to go. Ready to do some more work on HFT with Rick and the gang.

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March 21st, 2018

SFS Cavalcade and WFA

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January 21st, 2018

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August 1st, 2016

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July 28th, 2016

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