Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders

By Ziyi Xu, Xue Cheng

Published 2024-03-13

Everscope rating

1430.6

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Kyle's model. Problem types: Game theory, Strategic trading.

arXiv:2403.08202 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.