Liquidity providers will be rewarded with faster access to market data when quoting at the best bid or offer via the new FX central limit order book from Cboe. Cboe Global Markets has confirmed plans ...
In recent years, deep learning models have gained traction in predicting high-frequency equity returns by leveraging order book data, a shift from manual feature engineering. Petter Kolm and Nicholas ...
This post will look at an in-depth overview of a Central Limit Order Book (CLOB), how it operates, and its pros and cons. We will also delve into the distinctions between centralized and decentralized ...