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Fourier

Markets

Using Fourier transform to detect large orders: Part 1

In the last two decades, advancements in information technology have contributed in the creation of virtual marketplaces where buyers and sellers are brought together through an electronic trading platform. Electronic trading is rapidly replacing human trading in global securities markets. Therefore, human best-execution practice has naturally evolved into automated execution Read more…

By BSIC, 8 years8 years ago

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