Chapter 6 introduces the use of orderimbalance in volatility forecast and VOID (the volume orderimbalance strategy design).
第六章订单流不平衡在波动性预测及交易策略设计(VOID)中的应用前景。
2
According to market microstructure theory, the buyer-seller power contrast, which is measured by orderimbalance, can affect the formation of stock price.
市场微观结构理论认为，以指令差额衡量的买卖双方的力量对比会影响价格形成。
3
What remain to be improved are the effect of the general noise in grating-making on the output quality and the imbalance of diffraction order intensity.