eHT Explore

Start Over Thesis Supervisor Matthew D Beckman Keyword HFT Keyword Orderbook Imbalance

1. Evaluating Orderbook Imbalance as a Midpoint Forecaster

open_access

Open Access

Author:: Gabbireddy, Vineeth
Title:: Evaluating Orderbook Imbalance as a Midpoint Forecaster
Area of Honors:: Statistics
Keywords:: Orderbook Imbalance
HFT
Market Making
File:: Download Thesis-_Gabireddy_corrected.pdf
Thesis Supervisors:: Christoph Hinkelmann, Thesis Supervisor
Matthew D Beckman, Thesis Honors Advisor