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发表于 2025-4-1 03:51:55
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发表于 2025-4-1 06:37:52
Algorithmic Trading Engines and Liquidity Contribution: The Blurring of “Traditional” Definitionsic Trading (AT) engines, behave significantly different from human traders with regard to their order cancellation behaviour. Furthermore, given exactly this difference we point out that the application of well-established “traditional” liquidity measurement methods may no longer be unequivocally ap