Mao Ye

Projects
Annual Report

High-Frequency Trading in Nanoseconds: Analysis, Modeling, and Policy Implications

(bauv)
Jul 2018 - Mar 2019

High Performance Limit Order Book Construction: an Order Book Snapshot of Financial Markets With Nanosecond-Resolution Time Stamps

(jro)
Aug 2014 - Nov 2014

2019

Mao Ye (2019): High-Frequency Trading in Nanoseconds: Analysis, Modeling, and Policy Implications, 2019 Blue Waters Annual Report, pp324-325

Blue Waters is supported by the National Science Foundation (awards OCI-0725070 and ACI-1238993) the State of Illinois, and the National Geospatial-Intelligence Agency.