PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY
Limit order price estimation algorithm is considered in the article. Algorithm increases execution probability. It is based on the processing of the first level capital market data such as tick trades and quotes. It is shown and proved by practical results that algorithm allows successfully detect p...
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| Format: | Article |
| Language: | Russian |
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Educational institution «Belarusian State University of Informatics and Radioelectronics»
2019-06-01
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| Series: | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
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| Online Access: | https://doklady.bsuir.by/jour/article/view/242 |
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| _version_ | 1849772698886995968 |
|---|---|
| author | I. O. Morozov S. A. Pottosina |
| author_facet | I. O. Morozov S. A. Pottosina |
| author_sort | I. O. Morozov |
| collection | DOAJ |
| description | Limit order price estimation algorithm is considered in the article. Algorithm increases execution probability. It is based on the processing of the first level capital market data such as tick trades and quotes. It is shown and proved by practical results that algorithm allows successfully detect price of limit order for good position entry and exit. |
| format | Article |
| id | doaj-art-dd73585715e74465b110e01488679b2a |
| institution | DOAJ |
| issn | 1729-7648 |
| language | Russian |
| publishDate | 2019-06-01 |
| publisher | Educational institution «Belarusian State University of Informatics and Radioelectronics» |
| record_format | Article |
| series | Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki |
| spelling | doaj-art-dd73585715e74465b110e01488679b2a2025-08-20T03:02:15ZrusEducational institution «Belarusian State University of Informatics and Radioelectronics»Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki1729-76482019-06-01077883241PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITYI. O. Morozov0S. A. Pottosina1Белорусский государственный университет информатики и радиоэлектроникиБелорусский государственный университет информатики и радиоэлектроникиLimit order price estimation algorithm is considered in the article. Algorithm increases execution probability. It is based on the processing of the first level capital market data such as tick trades and quotes. It is shown and proved by practical results that algorithm allows successfully detect price of limit order for good position entry and exit.https://doklady.bsuir.by/jour/article/view/242лимитный ордерсовершенные сделкиспроспредложение |
| spellingShingle | I. O. Morozov S. A. Pottosina PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY Doklady Belorusskogo gosudarstvennogo universiteta informatiki i radioèlektroniki лимитный ордер совершенные сделки спрос предложение |
| title | PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY |
| title_full | PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY |
| title_fullStr | PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY |
| title_full_unstemmed | PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY |
| title_short | PRICE ESTIMATION OF LIMIT ORDER WITH HIGH EXECUTION PROBABILITY |
| title_sort | price estimation of limit order with high execution probability |
| topic | лимитный ордер совершенные сделки спрос предложение |
| url | https://doklady.bsuir.by/jour/article/view/242 |
| work_keys_str_mv | AT iomorozov priceestimationoflimitorderwithhighexecutionprobability AT sapottosina priceestimationoflimitorderwithhighexecutionprobability |