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

By Ziyi Xu, Xue Cheng

Rating

1398
Battle Count: 39

Relevance

9/10
Highly relevant for understanding strategic interactions between large traders and HFTs

Implementation Complexity

7/10
Requires advanced mathematical modeling and game theory knowledge

Reproducibility

3/5
Theoretical model with detailed equations provided, but no empirical data or code

About this paper

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

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