Market Microstructure and Algorithmic Trading: Order Flow, Liquidity, and Execution Tactics for Quants - Brossura

Libro 12 di 14: Advanced Topics in Quantitative Trading

Trex, Venice

 
9798315026396: Market Microstructure and Algorithmic Trading: Order Flow, Liquidity, and Execution Tactics for Quants

Sinossi

This book takes a deep dive into how modern financial trading really works, breaking down the nuts and bolts of market microstructure and algorithmic trading in a way that's clear and engaging. It starts with the basics—like order flow and liquidity—and builds up to more advanced topics like high-frequency trading and smart execution strategies. Along the way, you'll find plenty of useful math and real-world examples that connect theory to practice, making it a valuable read for both finance pros and curious learners.

Backed by solid research and industry know-how, the book looks at how different markets and trading systems operate. It walks through how things have evolved—from old-school trading floors to today’s fast, automated systems. Each chapter is designed to help you make sense of complex trading environments, improve your strategy, and make smarter decisions under pressure.

Whether you're trying to level up your skills in quantitative finance or just want to understand what goes on behind the scenes in today’s markets, this book has you covered. You'll learn how prices are set, how markets stay stable, and how to cut down on trading costs while handling liquidity like a pro. It's a practical, insightful guide for anyone serious about mastering modern trading.

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