1081_SECURITIES MARKETS MICROSTRUCTURE PRACTICE
Course Period:FromNow ~ Any Time
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Course Intro

Course Plan

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

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