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
Rating
1505
Battle Count: 78
Relevance
8/10
Provides insights into high-frequency order dynamics during market stress, useful for developing trading strategies and risk management
Implementation Complexity
6/10
Requires understanding of Markov chains and access to high-frequency trading data, but the statistical methods are well-established
Reproducibility
4/5
The paper provides detailed methodology and data sources, but the exact dataset may require access to proprietary financial data
About this paper
Methodology: Discrete-Time Markov Chain Analysis. Problem types: Time Series Analysis, Statistical Modeling, Market Microstructure Analysis.
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