Novel Order Book Rules to Promote Trading System

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1. Novel Order Book Rules to Promote Trading System

University College London MSc Financial Computing Project 2010 2011 Supervisors Antoaneta Serguieva Chris Clack Submission date 14 September 2011 This report is submitted as part requirement for the MSc Degree in Financial Computing at University College London It is the result of my own work except where explicitly indicated in the text The report may be freely copied and distributed provided the source is explicitly acknowledged but the real data used is confidential
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