The background: These days, before learning little grass big brother's strategies, big brother's introduction is based on orderbook, Baidu is "orderbook", a strategic idea. Continuing to discover the related concept "ice mountain order", this concept is well understood, is to explore ice mountain orders.
I really hope that all of us, whether we are forwards or lacebirds, who have knowledge, can share a little bit, and that we are lucky to live in the 21st century, that we have the Internet as a means of communication without borders, and that we have the opportunity to communicate on such an excellent platform as FMZ. Sharing communication not only does not make you poor but also enriches your strategic thinking and perspective through the collision of different ideas.
小草大哥关于orderbook的策略
https://www.fmz.cn/bbs-topic/1211A high-frequency robot that earned 5% a day in 2014
详解冰山订单
http://www.360doc.com/content/16/0320/18/560782_543862148.shtmlTow the iceberg algorithm for high-frequency trading
另一篇简单易懂的相关文章
http://www.sohu.com/a/192416216_240534The iceberg order policy for the execution of the order type.
@ChloeGrass @adjustable forwards
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