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Trading and Exchanges: Market Microstructure for Practitioners Larry Harris
Publisher: Oxford University Press

ˬ�� 저도 책을 빌려서 제본을 했었습니다. Jul 9, 2012 - The book documents the foundation of the major electronic exchanges (from Island through BATS) and high-frequency trading firms, along with the related regulations. Dec 23, 2013 - Market Microstructure에 관심이 있는 분들은? Tim Oertel says: July 8, 2010 at 9:31 am. And you probably already master the topics covered in "Trading and Exchanges: Market Microstructure for Practitioners" and "Algorithmic Trading and DMA: An introduction to direct access trading strategies". Jul 17, 2013 - Investors may further select to trade on venues that minimize undesired market characteristics, including high-frequency market manipulation. 6 days ago - This book is about trading, the people who trade securities and contracts, the marketplaces where they trade, and the rules that govern it. Jun 30, 2010 - If you're interested in how these sorts of markets work, a good book to check out is Trading and Exchanges: Market Microstructure for Practitioners by Larry Harris. Algorithmic Trading And DMA와 함깨 소개받았던 책이 'Trading and Exchanges–Market Microstructure for Practitioners'입니다. What markets are you trading because the ASX doesn't have MM in stocks. For what you are looking I recommend "Trading and Exchanges: Market microstructure for practitioners" by Larry Harris. Trading and Exchanges: Market Microstructure for Practitioners. Jul 18, 2013 - Wednesday, 17 July 2013 at 20:09. Mar 3, 2011 - Best I can recommend is read Chapter 14 ("Bid/Ask Spreads") of "Trading & Exchanges (Market Microstructure for Practitioners)" by Larry Harris.