FMZ Quantfmzquant.hashnode.devยทJun 12, 2024A Brief Discussion on the Balance of Order Books in Centralized ExchangesRecently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in the order book and its predictive ability for price trends. This article explores methods of us...balanceAdd a thoughtful commentNo comments yetBe the first to start the conversation.
