[kgwgk]

I think this paper is interesting: https://mrtopstep.com/wp-content/uploads/2016/02/ITG-Trading...

[anonymousDan]

Indeed it is, thanks for posting. It always surprises me how when you get down to the nitty gritty of how financial markets work there is a lot of hidden complexity to the mechanics that could have a significant affect on how you should trade.