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Now in #QuantitiveFinance from CDT student Felix Prenzel, Rama Cont, Mihai Cucuringu & Vacslav Glukhov Analysis & modeling of client order flow in #LimitOrderMarkets https://t.co/GbPtUrNtDy Four distinct clusters of client order flow are identified and their properties analysed

CDTRandomSys's tweet photo. Now in #QuantitiveFinance from CDT student Felix Prenzel, Rama Cont, Mihai Cucuringu & Vacslav Glukhov
Analysis & modeling of client order flow in #LimitOrderMarkets
https://t.co/GbPtUrNtDy
Four distinct clusters of client order flow are identified and their properties analysed https://t.co/F5ye888yeP

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