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US Equity Market Structure Primer (prooftrading.com)
2 points by sebg 3 months ago | past
Market Structure Primer (2019) (prooftrading.com)
96 points by firloop 3 months ago | past | 20 comments
A Framework for Historical Simulation of Trading Behavior [pdf] (prooftrading.com)
4 points by dcaisen on Dec 18, 2019 | past

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