August 2011
Beginner
208 pages
5h 12m
English
book
Financial Markets and Trading: An Introduction to Market Microstructure and Trading Strategies
by Anatoly B. Schmidt
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Contents
PART ONE Market Microstructure
CHAPTER 1 Financial Markets: Traders, Orders, and Systems
Continuous Order-Driven Markets
Quote-Driven Markets and Hybrid Markets
CHAPTER 2 Modern Financial Markets
CHAPTER 4 Market Microstructure: Information-Based Models
Multi-Period and Multi-Insider Models
CHAPTER 5 Models of the Limit-Order Markets
Equilibrium at Zero Volatility
CHAPTER 6 Empirical Market Microstructure
CHAPTER 7 Statistical Distributions and Dynamics of Returns
The Efficient Market Hypothesis
Random Walk and Predictability of Returns
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.