Seasonal Chart SFE SPI 200 Index Sep '24 Average Price Chart for 5 Prior Sep Contracts Get Realtime - Quotes and Charts for Futures Traders. Learn More >> Price Performance See More PeriodPeriod LowPeriod HighPerformance 1-Month 7,867.0 +4.36% on 09/09/24 Period Open: 7,927.0 8,...
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J. and H. Zheng, 2014, Algorithmic Trading, Liquidity and Price Discovery: An Intraday Analysis of the SPI 200 Futures, The Financial Review, this issue.Viljoen T. Westerholm P. J., Zheng H., Algorithmic Trading, Liquidity and Price Discovery: An Intraday analysis of the SPI 200 Futures,...
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Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures 来自 EconPapers 喜欢 0 阅读量: 112 作者:T Viljoen,PJ Westerholm,Z Hui 摘要: We study the intraday price impact of algorithmic trading (AT) on futures markets. We find that AT exhibits a strong ...
spending looks beyond price and quality and considers these social and environmental issues can provide an important tool for local governments that supports creating vibrant and healthy communities. In particular, local government spending can be a significant lever to generate ...
Joakim Westerholm, and Hui Zheng, 2014, Algorithmic trading, liquidity, and price discovery: An intraday analysis of the spi 200 futures, Financial Review 49, 245-270.Viljoen T, Westerholm PJ, Zheng H (2014). "Algorithmic trading, liquidity, and price discovery: An intraday analysis of the ...
spending looks beyond price and quality and considers these social and environmental issues can provide an important tool for local governments that supports creating vibrant and healthy communities. In particular, local government spending can be a significant lever to generate ...
Guide Barchart Opinion Trading Strategies Technical Analysis Trader's Cheat Sheet Seasonal Returns Price History Historical Data options Options Prices Volatility & Greeks spreads Futures Spreads Synthetic Spreads commodity info News & Headlines Comparison Contract Specifications Futures Prices Historical Prices ...
Guide Barchart Opinion Trading Strategies Technical Analysis Trader's Cheat Sheet Seasonal Returns Price History Historical Data options Options Prices Volatility & Greeks spreads Futures Spreads Synthetic Spreads commodity info News & Headlines Comparison Contract Specifications Futures Prices Historical Prices ...