Tag: market-microstructure

The Order Book: A market where everyone shouts their price Jul 31, 2026
July 2026 Market Conditions: Earnings Fuel Waning, Oil at $95+, and Sector Rotation Underway Jul 23, 2026
Kyle (1985) - Continuous Auctions and Insider Trading Jan 1, 1985
Glosten & Milgrom (1985) - Bid, Ask and Transaction Prices Jan 1, 1985
Easley, Kiefer, O'Hara & Paperman (1996) - Probability of Informed Trading (PIN) Jan 1, 1996
Amihud (2002) - Illiquidity and Stock Returns: Cross-Section and Time-Series Effects Jan 1, 2002
Algorithmic Trading: Strategies, Infrastructure, and Market Impact Jul 23, 2026
Market Microstructure: Order Books, Liquidity, and VPIN Toxicity Jul 23, 2026
Dark Pools, ATS, and Off-Exchange Trading: Structure and Regulation Jul 23, 2026
Square-Root Price Impact Is Necessary for Endogenous Manipulation Cycles in Learning-Agent Markets Jul 6, 2026
Sector and Competitive Analysis: Industry Frameworks, Moats, and TAM Analysis Jun 12, 2026
Applying Market Analysis: Investment Theses, Portfolio Construction, and Risk Management Jun 12, 2026
Market Analysis Methods: Fundamental, Technical, Quant, Sentiment, and Macro Approaches Jun 12, 2026
Market Fundamentals: Asset Classes, Participants, and Market Structure Jun 12, 2026
Feature Engineering at Scale: Building ML-Ready Market Data Pipelines with dbt and Iceberg Jun 8, 2026
Real-Time Data Engineering for Algorithmic Trading: From Tick Data to Execution Signals Jun 8, 2026
Behavioral Finance & Portfolio Theory — Mind, Market, and Money Jun 7, 2026
Semiconductor Supply Chain — Geopolitics, Markets, and the $1T Chip Industry Jun 7, 2026
Pillar Taxonomy Guide Jun 8, 2026
How to Analyse Market Signals — Interactive Tutorial Jun 7, 2026
Learning Hub Jun 7, 2026
Glossary — Research & Financial Crime Terminology Jun 8, 2026
Can the stockmarket swallow Anthropic, SpaceX and OpenAI? -- 🧬 SCIENCE 2026-06-02 Jun 2, 2026
Global Stock Markets Volatility Amid Interest Rate Uncertainty May 10, 2026