Can’t understand this slide, mmt lecture 1 slide 15

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1

could anyone help me understand this slide or point me to resourses where i can understand this better

Thanks 

2

Hello Rajath!



This topic can be well learned with this book, chapter 4: Empirical properties of limit order books. There you'll find better explained everything about the graphs in the slides and the comments given there. I would suggest reading the whole book to learn well.



Gracias y Saludos,



José Carlos

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thanks