Market microstructure and algorithmic trading
Market microstructure and algorithmic trading
Trading is central to the investment process. This course will present foundational concepts and current developments relating to trading in financial markets including algorithmic and high frequency strategies, optimal order execution, execution quality analysis, the dynamics of limit order markets, the regulatory and institutional landscape, programming and IT infra-structure, and the economics of market microstructure. The course will specifically consider trading in fixed income and futures markets as well as in equity markets.
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