Introduction to Market Microstructure
About
Basic
Books
Code
Contents
1. Type of trading
2. Order book theory
3. Market fragment
Lecture
[Introduction to Market Microstructure]
1. European markets fragmentation and liquidity
2. Key practical questions from an investor's point of view
3. Key orderbook properties
4. Market fragmentation and competition across venues
5. Key forecast based on the orderbook
Papers
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