The crypto order book shows all the buy (bids) and sell (asks) orders for a particular cryptocurrency on an exchange. You can ...
This post will look at an in-depth overview of a Central Limit Order Book (CLOB), how it operates, and its pros and cons. We will also delve into the distinctions between centralized and decentralized ...
In recent years, deep learning models have gained traction in predicting high-frequency equity returns by leveraging order book data, a shift from manual feature engineering. Petter Kolm and Nicholas ...
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