TraderEx - Trading and Market Simulation Software [ Contact ]

TRADING AREA
Member Log-In | Register

Natural buyers and sellers

Teaching Market Microstructure

Contents
The Books
In Class Lecture Materials
Trader Exercises
Preconfigured Storylines
Research Papers

The Books

[ RETURN TO TOP ]

In Class Lecture Materials

Lecture slides for in class discussion - for download
Topic 1: Introduction
Topic 2: Liquidity
Topic 3: Order Driven Markets
Topic 4: Call Auctions
Topic 5: Intermediated Markets
Topic 6: Technical Analysis and Algorithmic Trading
Topic 7: Performance Measurement
Appendix: Prices, Returns, Trading Costs
Simulation Slides

[ RETURN TO TOP ]

Trader Exercises

Prepared cases to illustrate various concepts. Includes individual and group projects.
Case 1: Trading in order book systems: Effective buying and selling
Case 2: Who moved my Alpha? ? Assessing execution quality in order book systems
Case 3: Making Markets: Adding Value as a Trading Intermediary
Case 4: Call Auctions: What are we waiting for?
Case 5: Trading with Dark Pool Liquidity

[ RETURN TO TOP ]

Preconfigured Storylines

Preconfigured storylines with associated equalibrium price changes
Story 1: Fish Stock CEO
Story 2: Wild Ride on Wall Street
Story 3: Steady Plow

[ RETURN TO TOP ]

Research Papers

Current Research Papers
The Dynamic Process of Price Discovery in an Equity Market: Pagano, Davis and Schwartz

Market Sidedness: Insights into Motives for Trade Initiation Schwartz (forthcoming Journal of Finance

Trading, Price Setting and Volatility in Equity Markets Under Divergent Expectations and Adaptive Valuations Schwartz

[ RETURN TO TOP ]

OUR TEAM | SUPPORT/FAQ | CONTACT US

Copyright © 2010 TraderEx, LLC. All Rights Reserved.

Powered by