Quant Letter: April 2025, Week-5
Weekly (89th Edition)
ArXiv
Finance
Clustering Orders for Trading Strategies: ClusterLOB is a new method for grouping individual market events in financial markets, aiding in understanding market structure and participant behavior, and developing effective trading signals. (2025-04-29, shares: 26)
Nash Allocation for Systemic Risk: The study introduces a Nash allocation rule, b…
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