A bumper-sized order book is the first metric that many an issuer and syndicate desk will highlight after the launch of a successful public sector bond deal. “The order book speaks for itself,” a lead ...

This post will look at an in-depth overview of a Central Limit Order Book (CLOB), how it operates, and its pros and cons. We will also delve into the distinctions between centralized and decentralized ...

Proving their supremacy when it comes to investor security and prioritizing investor interests is where decentralized finance has the ability to shine. The lack of transparency in how CEX operations ...

In recent years, deep learning models have gained traction in predicting high-frequency equity returns by leveraging order book data, a shift from manual feature engineering. Petter Kolm and Nicholas ...