Search Results: 'Market Microstructure'

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4 results for "Market Microstructure"
Capital Markets and Investments By Siddhartha G. Dastidar
Paperback: $42.00
Prints in 3-5 business days
This intermediate book on the financial capital markets goes beyond basic financial concepts. It requires no prior background, and is accessible to students, practitioners, journalists and... More > enthusiasts. This book covers the basics of financial institutions, instruments (debt, equity and options) and mentions new developments such as fintech and regulation. Compared to other books, this book is more concise and goes beyond the theory. It also discusses institutional details, plumbing and the mechanics of the markets. This book targets people who need a rapid orientation in finance, and need to apply the concepts right away. It has been adopted by top universities and Wall Street firms, and endorsed by leading faculty and industry practitioners. Sid Dastidar has two decades of financial markets experience, a Ph.D. in Finance & Economics from Columbia Business School and is also an adjunct professor at Columbia University.< Less
Advances in High Frequency Strategies By Marcos M. López de Prado
Paperback: $23.00
Prints in 3-5 business days
SEC and CFTC reports estimate that High Frequency strategies are responsible for about 60% of all transactions on U.S. shares. In Europe, this percentage is around 40% and growing. High Frequency... More > strategies are those characterized by a brief holding period, which can range from a split second to a few hours. This enables traders to place numerous independent bets per day on an instrument or portfolio, profiting from the multiplicative effect postulated by the Fundamental Law of Active Management. The goal is to exploit inefficiencies derived from the market’s microstructure (rigidities, agents’ idiosyncrasies, asymmetric information, etc.). The generalization of electronic markets and ubiquitous automation of financial transactions has rendered many established models and theories obsolete. The objective of this work is to present a new scientific framework for the study of some of the most relevant questions concerning High Frequency.< Less
Advances in High Frequency Strategies By Marcos M. López de Prado
Hardcover: $32.00
Prints in 3-5 business days
SEC and CFTC reports estimate that High Frequency strategies are responsible for about 60% of all transactions on U.S. shares. In Europe, this percentage is around 40% and growing. High Frequency... More > strategies are those characterized by a brief holding period, which can range from a split second to a few hours. This enables traders to place numerous independent bets per day on an instrument or portfolio, profiting from the multiplicative effect postulated by the Fundamental Law of Active Management. The goal is to exploit inefficiencies derived from the market’s microstructure (rigidities, agents’ idiosyncrasies, asymmetric information, etc.). The generalization of electronic markets and ubiquitous automation of financial transactions has rendered many established models and theories obsolete. The objective of this work is to present a new scientific framework for the study of some of the most relevant questions concerning High Frequency.< Less
Michael Keeley Cornerstone Research Economic and Financial Consulting and Expert Testimony Securities By Radbert Rutherford
eBook (PDF): $8.99
Cornerstone Research provides economic and financial analysis in litigation, regulatory matters, and other complex investigations on a variety of finance and securities topics. Our expertise includes... More > securities pricing, risk management, market microstructure, and derivatives. We have experience with trials, class certifications, Daubert challenges, and summary judgments. Our industry-leading research is recognized for its reporting on securities class actions and modeling settlement outcomes.< Less

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LOOKING FOR A MIRACLE...LOOK WITHIN YOUR LIFE LOOKING FOR A... By May Lewis
Paperback: $6.20
 
 
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