Replication Data for: 'Quantifying the High-Frequency Trading "Arms Race"'
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https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/ZFDWDZ
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资源简介：
The programs replicate tables and figures from 'Quantifying the High-Frequency Trading "Arms Race"', by Aquilina, Budish, and O'Neill. Please see the Code_and_Data_Appendix file for additional details. The authors have also posted code which they might update at https://urldefense.proofpoint.com/v2/url?u=https-3A__github.com_ericbudish_HFT-2DRaces&d=DwMFaQ&c=WO-RGvefibhHBZq3fL85hQ&r=fozvPsh-egr3cbxeqK14txC2-cwM-7MBCbFBcp7M25E&m=pCItNBhaY9M_yrolTZDIm7T2nzg9-ZOdT_5JIDtFM0w&s=onI-8bm40Ripqgh_4a_nGNZ5_qrQhyVu2HR2J2A1IGY&e=
提供机构：
Harvard Dataverse
创建时间：
2021-08-09
