Data and codes for "Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal"

Name: Data and codes for "Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal"
Creator: Francis Breedon
Published: 2022-12-14T08:05:32.373Z
Keywords: Financial Market Efficiency, Foreign Exchange

Breedon, Francis; Chen, Louisa; Ranaldo, Angelo; Vause, Nicholas

doi:10.17632/sfcvgfhtyk.1

Data and codes for "Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal"

Published: 14 December 2022| Version 1 | DOI: 10.17632/sfcvgfhtyk.1

Contributors:

Francis Breedon,

, Angelo Ranaldo, Nicholas Vause

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Data and codes for "Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal". See ReadMe file for details.

Data and codes for "Judgment Day: Algorithmic Trading around the Swiss Franc Cap Removal"

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