December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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Market microstructure
Market microstructure is the branch of financial economics that investigates the trading process and the organization of related markets. The institutional details are quite complex and diverse across asset classes and their derivatives, trading venues, and geographies. We will only give a brief overview of key concepts before we dive into the data generated by trading. The references on GitHub link to several sources that treat this subject in great detail.