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  9. Decrem, Peter [Author] ; Stoikov, Sasha [Other]; Shen, Shuo [Other]; Yin, Jiaxin [Other]; Hua, Yikai [Other]; Li, Tengxiao [Other]; Fang, Zhengyi [Other]; Huang, Yunze [Other]; Basco, Colin [Other]

    High Frequency Trading Strategy for the 30 Year Treasury Bond

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    [S.l.]: SSRN, [2020]

  10. Lin, Chuyang [Author] ; Huang, Yiwei [Other]; Tan, Yibing [Other]; Lu, Xiaocun [Other]; Zhou, Yujie [Other]; Liu, Yifei [Other]; Wescott, Paul [Other]; Stoikov, Sasha [Other]

    Using Alternative Date to Predict Key Performance Indicators

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    [S.l.]: SSRN, [2020]

  13. Stoikov, Sasha

    The Micro-Price

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    Elsevier BV, 2017

    Published in: SSRN Electronic Journal (2017)