Closing in an Electronic Market
作者： Franck Hatheway , Adam Seth Nunes , Timothy E Cox , Dan Barnard Franks , Oliver Albers
DOI:
关键词: Closing (real estate) 、 Commerce 、 Order (exchange) 、 Business
摘要: A method for trading a security in an electronic market includes receiving closing orders and the traded market, disseminating order imbalance indicator indicative of predicted characteristics at close trading, determining price based on base orders, executing least some determined price.
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