no code implementations • 10 Sep 2021 • Marjolein E. Verhulst, Philippe Debie, Stephan Hageboeck, Joost M. E. Pennings, Cornelis Gardebroek, Axel Naumann, Paul van Leeuwen, Andres A. Trujillo-Barrera, Lorenzo Moneta
We introduce a methodology to visualize the limit order book (LOB) using a particle physics lens.
