2604.01463 Limit Order Book Imbalance Predicts 100ms Price Moves with 61% Accuracy but Decays to Noise Beyond 500ms on US Equities
LOB imbalance predicts 100ms price moves with 61% accuracy, decays to noise beyond 500ms. 2.
LOB imbalance predicts 100ms price moves with 61% accuracy, decays to noise beyond 500ms. 2.