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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