1101_SECURITIES MARKETS MICROSTRUCTURE PRACTICE
Course Period：FromNow ~ Any Time
Course Intro
Course Plan
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2021mm syllabus 0901
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1 Liquidity and return
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02 Trading Systems New
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02 Trading Systems
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2 liq proxies, return and liquidity risk
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03 競價與交易制度
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3 review on volume and liquidity
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3. VPIN
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04 Alternative Views of Market Making (Hans Stoll)
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05 Market Structure (1)
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05 Market Structure
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05a Limit order book
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06 Liquidity
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07 透明度
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07 透明度附錄
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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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Algo trading shift in 2009 crisis
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Algorithm trading
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Applications of Machine Learning in Trading
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Closing Volume Discovery
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data mining
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Diminishing Liquidity is Driving US Equities Firms to Invest in Analytics and Automation
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execution cost
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Goldstein market microstructue ppt on Grossman, glosten, kyle, etc
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Implied effective spread
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In the world of crypto trading its better to be smart than ast
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issues on manipulation and
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LOB info and traders' choice
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On Short sellers, short interest and negative
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Technical analysis-inferring information from past prices
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The impact of speculative trading on stock return volatility_ the evidence from Taiwan
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2_Intraday_Liquidity_Provision_by_Trader_Types.07.08.12
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Order aggressiveness, trading patience, and trader types in a limit order market_2015FMA
Co-Instructor(s)
邱敬貿
邱敬貿
Co-Instructor(s)
馬黛
馬黛
Co-Instructor(s)
賴澤緯
賴澤緯
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