Frontier Ledger

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Market Microstructure & Execution

4 articles on hidden liquidity estimation, impact decay curves, execution algorithms, and market structure analysis.

1

Impact-Decay Curves: Measuring How Long Market Impact Persists

2

Footprint Charts Meets AI: Extracting Buyer vs Seller Aggression

3

Cross-Venue Arbitrage Latency Maps

4

Bid-Ask Bounce Filtering with Signal Decomposition