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Market Microstructure

Analysis of market structure, liquidity, and price formation

ExchangeEconometrics, Statistical Analysis, Market Theory

Key Points

Exchange focus area
Advanced technical level
Required skills: Econometrics, Statistical Analysis, Market Theory
Practical implementation guidance
Performance optimization techniques

Overview

Analysis of market structure, liquidity, and price formation

This advanced level content covers Exchange topics.

Required skills: Econometrics, Statistical Analysis, Market Theory.

Prerequisites: Order Book Mechanics, Matching Engine.

Prerequisites

Order Book Mechanics
Matching Engine