Why is the estimation of metaorder impact with public market data so challenging?

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Naviglio, Manuel, Bormetti, Giacomo, Campigli, Francesco, Rodikov, German, Lillo, Fabrizio
Format:	Preprint
Published:	2025
Subjects:	Trading and Market Microstructure Artificial Intelligence Econometrics Physics and Society
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2501.17096