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Order Book Dynamics from an HFT Perspective
Order Book Dynamics from an HFT Perspective : Liquidity Gaps, Spoofing Signals, and False Breakouts In high-frequency trading, execution quality is not an afterthought — it is the strategy. Price is simply the output. Liquidity, queue position, and order book dynamics are the real inputs. If you are operating in derivatives, index futures, or options, […]
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