Andrew Briand – NVIDIA Technical Blog News and tutorials for developers, data scientists, and IT admins 2023-06-27T16:06:02Z http://www.open-lab.net/blog/feed/ Andrew Briand <![CDATA[Limit Order Book Dataset Generation for Accelerated Short-Term Price Prediction with RAPIDS]]> http://www.open-lab.net/blog/?p=64676 2023-06-27T16:06:02Z 2023-05-19T17:00:00Z In the high-frequency trading world, thousands of market participants interact daily. In fact, high-frequency trading accounts for more than half of the US...]]>

In the high-frequency trading world, thousands of market participants interact daily. In fact, high-frequency trading accounts for more than half of the US equity trading volume, according to the paper High-Frequency Trading Synchronizes Prices in Financial Markets. Market makers are the big players on the sell side who provide liquidity in the market. Speculators are on the buy side…

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