ENTITY Kyle (1985)

Kyle (1985)

PulseAugur coverage of Kyle (1985) — every cluster mentioning Kyle (1985) across labs, papers, and developer communities, ranked by signal.

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TOOL · CL_117201 · Jun 27 · 17:35

New research proposes liquidity-based audit for algorithmic trading strategies

A new research paper proposes a method to audit algorithmic trading strategies by analyzing their trade and price history. The study introduces a statistic that can identify whether a strategy is a net liquidity consume…