AUTHOR: Sylvain VervoortDATE: MAY 2009
WTI Weekly: Despite Initial Aggressive Price Discovery Lower, Market Structure Implied Continuation
ARTICLE SYNOPSIS...In this article, we examine the order flow and limit order book data in the WTI futures market that provides insight into the sell-side continuation for Thursday, January 9, 2020 following an initial aggressive decline. Market structure and order flow pr
AUTHOR: Taylor IrelandDATE: FEB 2020