Market Microstructure in Practice
IntermediateHFTIntradayBookTestable with your data
Fragmented markets, dark pools, smart order routing and execution algorithms, written by people who built them.
At a glance
- Level
- Intermediate: Comfortable with statistics, regressions and basic probability models
- Horizon
- HFT, Intraday
- Data needed
- None to read it; no dataset required Set what data you have
- Themes
- MicrostructureExecution
- Assets
- Equities
- Market
- Europe