How Traders enter the Market through the Book

2001/03/05 by Lorenzo Matassini, Matassini, Lorenzo, Fabio Franci +1
Biochemistry, Genetics and Molecular Biology · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Physical sciences #Fractal and DNA sequence analysis #Statistical Mechanics (cond-mat.stat-mech) #Trading and Market Microstructure (q-fin.TR) #cond-mat.stat-mech #q-fin.TR

paper · pdf · doi:10.48550/arxiv.cond-mat/0103106

6 pages, pseudo-code of the model

arxiv created 2001/03/05 · openalex publication_date 2001/03/05 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Simulation of the trading activity based on the implementation of the book.

Citations

• Mosaic organization of DNA nucleotides

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