The Effect of Tick Size on Price Clustering

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Date: 2015-03-02 21:49:03 Economy Finance Money Financial markets Stock market Commodity markets Algorithmic trading Tick size Order Commodity tick Open-high-low-close chart Technical analysis		The Effect of Tick Size on Price Clustering Add to Reading List Source URL: bizfaculty.nus.edu Download Document from Source Website File Size: 189,84 KB Share Document on Facebook

	The Effect of Tick Size on Price Clustering DocID: 1qi7B - View Document
	Contents INTRODUCTION page Introduction DocID: 1pwPv - View Document
	Are High Frequency Traders Prudent and Temperate? R/Finance Chicago 2015 Jerzy Pawlowski NYU Polytechnic School of Engineering May 28, 2015 DocID: 1fNhv - View Document
	Chapter 8 – Historical Graph View Chapter 8 – Historical Graph View NOTE: We recommend that you read Chapter 5 – Settings before this section. DocID: 10zJ3 - View Document
	Chapter 9 - Intraday Graph View NOTE: For instructions on how to connect to ShareScope’s intraday feed, how to choose which feeds you want to receive, and how to backfill data for days that you have missed, make sure DocID: 10wZ4 - View Document