FMZ Quantfmzquant.hashnode.dev·Jun 7, 2024Thoughts on High-Frequency Trading Strategies (3)In the previous article, I introduced how to model cumulative trading volume and analyzed the phenomenon of price impact. In this article, I will continue to analyze the trades order data. YGG recently launched Binance U-based contracts, and the pric...trading, Add a thoughtful commentNo comments yetBe the first to start the conversation.