{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/high-frequency-trading-in-a-limit-order-book","title":"High-frequency trading in a limit order book","arxiv_id":null,"date":"2008-04-28","proceeding":"Quantitative Finance 2008 4","authors":["MARCO AVELLANEDA","SASHA STOIKOV"],"abstract":"High-frequency trading in a limit order book\r\nMARCO AVELLANEDA and SASHA STOIKOV*\r\nMathematics, New York University, 251 Mercer Street, New York, NY 10012, USA\r\n(Received 24 April 2006; in final form 3 April 2007)","url_abs":"https://www.math.nyu.edu/faculty/avellane/HighFrequencyTrading.pdf","url_pdf":"https://www.math.nyu.edu/faculty/avellane/HighFrequencyTrading.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"high-frequency-trading-in-a-limit-order-book","repo_url":"https://github.com/rspadim/hft-avellaneda","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"form","task_name":"Form"},{"task_slug":"high","task_name":"Vocal Bursts Intensity Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}