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Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets

Qing Zhu Chenyu Han Yuze Li

数据科学与管理（英文）2025，Vol.8Issue(1)：48-58,11.

数据科学与管理（英文）2025，Vol.8Issue(1)：48-58,11.DOI:10.1016/j.dsm.2024.07.003

Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets

Qing Zhu ¹Chenyu Han ²Yuze Li³

作者信息

1. International Business School,Shaanxi Normal University,Xi'an,710061,China||Shaanxi Logistics Group Logistics Science and Technology Innovation Integrated Development Research Center of Xi'an Jiaotong University,Xi'an,710049,China||Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing,100190,China
2. International Business School,Shaanxi Normal University,Xi'an,710061,China
3. Questrom School of Business,Boston University,Boston,02215,United States
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摘要

关键词

Liquidity/Machine learning/Dual-market algorithmic trading/Return

Key words

Liquidity/Machine learning/Dual-market algorithmic trading/Return

引用本文复制引用

Qing Zhu,Chenyu Han,Yuze Li..Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets[J].数据科学与管理（英文）,2025,8(1):48-58,11.

基金项目

This work was supported by the National Natural Science Foundation of China(Grant Nos.:72032006 and 92146005).We also appreciate the Youth Innovation Team of Shaanxi Universities"Big data and Business Intelligent Innovation Team." （Grant Nos.:72032006 and 92146005）

数据科学与管理（英文）

ISSN：2666-7649

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