Flash markets and a market making algorithm for the rotman interactive trader client
Angelini, Berardo Maria (A.A. 2016/2017) Flash markets and a market making algorithm for the rotman interactive trader client. Tesi di Laurea in Theory of finance, LUISS Guido Carli, relatore Nicola Borri, pp. 127. [Master's Degree Thesis]
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Abstract/Index
HIgh frequency trading and the flash crash of May 6, 2010. Effects and High frequency trading regulation. Main strategies. Liquidity provision & market making. A market making algorithm for the RIT client.
References
Bibliografia: pp. 118-121.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Theory of finance |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Nucera, Federico Calogero |
| Academic Year: | 2016/2017 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 15 May 2018 13:49 |
| Last Modified: | 15 May 2018 13:49 |
| URI: | https://tesi.luiss.it/id/eprint/20973 |
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