Introduction to the OR Forum Article: “The Cost of Latency in High-Frequency Trading”

Edieal J. Pinker ()
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Edieal J. Pinker: Yale School of Management, Yale University, New Haven, Connecticut 06520

Operations Research, 2013, vol. 61, issue 5, 1069-1069

Abstract: Comment on “The Cost of Latency in High-Frequency Trading” by Ciamac C. Moallemi and Mehmet Sağlam.

Keywords: finance; trading; dynamic programming (search for similar items in EconPapers)
Date: 2013
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