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SSRNTrading, Microstructure & Execution

Dealing with Toxic Flow Strategy

A new trading model optimizes the balance between maximizing order flow and minimizing losses to informed traders for a broker and her clients.

Featured in No. 90 on 26 Mar 2025 · 3 days after release

Released
23 Mar 2025
First featured
No. 90 · 26 Mar 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
7
Identifier
SSRN 5190189

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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