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Order Book Imbalance Models: How HFT Traders Predict Short-Term Price Movements
Order Book Imbalance Models: How HFT Traders Predict Short-Term Price Movements Introduction: Reading the Market Beyond Price Charts In high-frequency trading (HFT), a price chart often reveals what has already happened. The limit order book can provide additional information about the supply and demand currently available at different price levels. An Order Book Imbalance Model […]
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