https://t.co/076MzwjylZ
Liquidity provision and stock return predictability
Terrence Hendershott, Mark S. Seasholes
#marketmaking#liquidity#quantfinance
https://t.co/Vgfo26i8IW
"Liquidity Voids and Cumulative Volume Delta" a nice video from @youngtilopa about one of my favorite indicators #crypto#cryptotrading
https://t.co/xsV0DhUIVM
The Alpha Engine: Designing an Automated Trading Algorithm
Anton Golub, James Glattfelder, Richard B. Olsen
#algotrading#quantfinance