High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis

By Salam Rabindrajit Luwang, Anish Rai, Md.Nurujjaman, Om Prakash, Chittaranjan Hens

Published 2024-05-09

Everscope rating

1539.7

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Discrete-Time Markov Chain Analysis. Problem types: Time Series Analysis, Statistical Modeling, Market Microstructure Analysis.

arXiv:2405.05634 · Paper rankings

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