1081_SECURITIES MARKETS MICROSTRUCTURE PRACTICE
Course Period:FromNow ~ Any Time
Course Intro
Course Plan
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01 Introduction
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02 Trading Systems
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03 競價與交易制度
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04 Alternative Views of Market Making (Hans Stoll)
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05 Market Structure
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06 Liquidity
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07 透明度
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08 資訊與價格
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09 Returns and Volatility
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10 Intertemporal Correlation
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1-Liquidity-and-return
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3-review-on-volume-and-liquidity
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An economist is an expert who will know tomorrow why the
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幣圖誌 成交量分析.docx
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籌碼分析
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演算法交易策略整理
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演算法交易-交易執行戰術
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演算法交易-交易成本解析
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信用交易,借券, etc
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股狗籌碼分析 大立光
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投資人行為及股票網絡分析
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如何發展出可獲利的交易系統
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在以毫秒??算?位的交易市?
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交易演算法與策略選擇-演算法交易-0109
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交易員的養成過程
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市場短期預測 演算法交易-
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the market microstructure of the flash crash
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kelly fomular
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data mining
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Trading strategy
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The Big Picture on the Data Debate
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SHORT INTEREST student ppt
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On Short sellers, short interest and margin trades in practice
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Money Machines
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Modeling the buy and sell intensity in a limit order book_口頭報告2_黃柏富
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MM Closing Volume Discovery
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Liquidity and Market Crashes_口頭報告3_張家華
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In the world of crypto trading its better to be smart than ast
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HFT, algo trading
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Flow toxicity and liquidity in a HF world
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Diminishing Liquidity is Driving US Equities Firms to Invest in Analytics and Automation
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Applications of Machine Learning in Trading
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Algorithm trading (Ma)
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Algorithm selection a quantitative approach
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Algo trading shift in 2009 crisis
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Algo Trading史綱
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Algo Trading_and episode of 2011
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3. VPIN
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3. VPIN (1)
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1. literature review on PIN
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undefinedS3-2 Jos van Bommel VCV SFM 2019
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交易員的養成過程
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交易演算法與策略選擇-演算法交易-0109
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如何發展出可獲利的交易系統
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演算法交易-交易成本解析
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演算法交易-交易執行戰術
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演算法交易策略整理
Co-Instructor(s)
馬黛
馬黛
Co-Instructor(s)
郭宗翰
郭宗翰