T Traveler Apr 19, 2012 #2 There's a pretty good discussion/overview of it in "Algorithmic Trading and DMA"
C Craig66 Apr 19, 2012 #3 That is a good overview, but a little short on detail, I'm going to do a citation search on that paper they mention.
That is a good overview, but a little short on detail, I'm going to do a citation search on that paper they mention.
