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Table of Contents
Preface
Acknowledgments
How modern markets differ from those past
Technological innovations, systems, and hft
Market microstructure, orders, and limit order books
High-frequency data
End of chapter questions
About the author
About the website
Index.
Acknowledgments
How modern markets differ from those past
Technological innovations, systems, and hft
Market microstructure, orders, and limit order books
High-frequency data
End of chapter questions
About the author
About the website
Index.