Beyond the tick rule: Lee-Ready algorithm (30p) To improve our accuracy in identifying trade initiators, we can use more data. In particular, we can…

  

Image transcription textBeyond the tick rule: Lee-Ready algorithm (30p) To improve our accuracy in identifying trade initiators, we canuse more data. In particular, we can use the best bid and ask prices (since a market buy should be executed atthe best ask and a market sell should be executed at the best bid). In this part of the exercise, we … Show more… Show more Computer Science Engineering & Technology Python Programming PROGRAMMIN 98704

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