1)高频分国家分地点分品种,由于是一个高度监管却又相对前沿的领域,所以很多东西并不是最理想的状态。2)高频未必赚钱,但是和高频做对手盘也未必赚钱,我也见过做高频的人,甚至在散户时期就有一些比较老旧的高频交易框架软件,结果却并不是特别容易,那种编译算法后执行躺着赚钱的时期并不会特别多,当然肯定是有的,关键...
摘要:本书揭露并评论了Reg NMS和MiFID对市场微观结构的影响。它涵盖了市场设计、电子交易以及投资者和交易员行为的变化,对2010年“闪电崩盘”等高频交易和关键事件的出现也进行了深入分析。 本书从定量的角度解释了流动性的损耗和监管的变化如何影响金融市场的整个微观结构。一个数学附录详细说明了本书中使用的定量工...
1 Dark Pool in share volume. 美国/骑士链接是暗池的第一份额。 November2008: Launch of BATS Trading Europe and Xetra Mid-Point. 推出批量交易欧洲和Xetra中点。 2.93GHz 76383MIPS March2009: Market-making agreements on Turquoise expire. Its market share drops. 绿松石的做市协议到期。它的市场份额下降...
预售 英文预定 Market Microstructure in Practice 海外预定商品预计1-3个月发货,海外购非质量问题不接受退货。 作者:Lehalle,Charles-Albert|Laruelle,Sophie出版社:World Scientific Pub Co I出版时间:2013年10月 手机专享价 ¥ 当当价降价通知 ¥900.27...
Market Microstructure in Practice 作者:Charles-Albert Lehalle/Sophie Laruelle 出版社:World Scientific Publishing Company 出版年:2013-12-24 页数:332 定价:USD 64.00 装帧:Hardcover ISBN:9789814566162 豆瓣评分 评价人数不足 评价: 写笔记 写书评 加入购书单...
Market Microstructure in Practice comments on the consequences of Reg NMS and MiFID on market microstructure. It covers changes in market design, electronic trading, and investor and trader behaviors. The emergence of high frequency trading and critical events like the °Flash Crash ± of 2010 are...
MarketMicrostructureinPractice 系统标签: lehallemicrostructuremarketpracticealbertgueant MarketMicrostructureinPractice:WhyandhowtotradeoptimallyinafragmentedmarketCharles-AlbertLehalleSeniorResearchAdvisor,CapitalFundManagement,ParisApril2015,PrintedtheApril13,2015CALehalle1/7PurposeoftheseLecturesItisnotthepresentationofa...
aThe microstructure shall be consistent with a best commercial practice for production of extruded and drawn copper shapes 微结构与被挤压的和得出的铜形状的生产的最佳的商业实践将是一致的[translate] aIt must be admitted that job market today demands for expert employees in specific fields, for example...
to incorporate new information, and uninformed investors are thus disadvantaged. In equilibrium, the quantity and quality of information affect asset prices. We show firms can influence their cost of capital by choosing features like accounting treatments, analyst coverage, and market microstructure. ...