Publication | Closed Access
On detecting spoofing strategies in high-frequency trading
14
Citations
18
References
2022
Year
Hardware SecurityEngineeringHigh-frequency TradingTradeAlgorithmic TradingComputer EngineeringBusinessInformation ForensicsSystems EngineeringPotential SpooferAutomated TradingFinancial EngineeringOptimal StrategySignal ProcessingFinance
The optimal strategy of a potential spoofer is described and applied to Level 2 data on TMX
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