ENTITY Roll (1984)

Roll (1984)

PulseAugur coverage of Roll (1984) — every cluster mentioning Roll (1984) across labs, papers, and developer communities, ranked by signal.

Total · 30d

1

1 over 90d

Releases · 30d

0

0 over 90d

Papers · 30d

1

1 over 90d

TIER MIX · 90D

TOPICS

SENTIMENT · 30D

1 day(s) with sentiment data

RECENT · PAGE 1/1 · 1 TOTAL

TOOL · CL_117201 · Jun 27 · 17:35

New method audits algorithmic trading strategies for liquidity impact

A new paper introduces a method to audit algorithmic trading strategies by analyzing their trade and price history. This approach can identify whether a strategy is a net consumer or provider of liquidity, drawing paral…