SSRNTrading, Microstructure & Execution
Enhancing Trading Strategies
The article introduces ClusterLOB, a method for categorizing individual market events into three clusters, offering insights into unique trading behaviors.
Featured in No. 95 on 30 Apr 2025 · 2 days after release
- Released
- 28 Apr 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5234435
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).