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Running head: SCALING LAWS IN HIGHFREQUENCY DATAForeign Exchange and Emerging Cryptocurrency Markets: Scaling Laws in Highfrequency Data Povilas Norbutas LCC International UniversityA Thesis Presented
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01
Identify the variables that you want to scale in high-frequency.
02
Determine the relationship between the variables using empirical data or theoretical models.
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Use the scaling laws equation to express the relationship mathematically.
04
Plug in the values for the variables to calculate the scaled values.
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Interpret the results to understand the scaling behavior in high-frequency.

Who needs scaling laws in high-frequency?

01
Researchers studying electromagnetic wave propagation in high-frequency
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Physicists investigating scattering and diffraction phenomena at high frequencies
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Scaling laws in high-frequency refer to mathematical principles that describe how certain properties of systems change with size or frequency in high-frequency trading environments.
Entities engaged in high-frequency trading, such as trading firms, market makers, and certain financial institutions, are required to file scaling laws.
To fill out scaling laws in high-frequency, firms must gather relevant trading data, apply the specified mathematical models, and complete the form by providing required data in designated sections.
The purpose of scaling laws in high-frequency is to ensure that trading practices are consistent, maintain market stability, and comply with regulatory standards.
The information that must be reported includes trading volumes, transaction costs, latency metrics, and compliance with algorithmic trading regulations.
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