Trading and Exchanges: Market Microstructure for Practitioners
BeginnerAny horizonBookTestable with your data
The standard practitioner introduction: who trades and why, order types, market structures, and where spreads and liquidity come from. Read first if you are new to market plumbing.
At a glance
- Level
- Beginner: No prior microstructure or stochastic calculus needed
- Horizon
- Any horizon
- Data needed
- None to read it; no dataset required Set what data you have
- Themes
- Microstructure
- Assets
- Multi-asset
- Market
- US