Physics in finance: Trading at the speed of light
- 11 February 2015
- journal article
- Published by Springer Nature in Nature
- Vol. 518 (7538) , 161-163
- https://doi.org/10.1038/518161a
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Liquidity Risk, Speculative Trade, and the Optimal Latency of Financial MarketsSSRN Electronic Journal, 2013
- Does Algorithmic Trading Improve Liquidity?The Journal of Finance, 2011
- Relativistic statistical arbitragePhysical Review E, 2010