Discover and read the best of Twitter Threads about #Microstructures
Most recents (1)
Somebody on this forum needs to do a thread on quotes, spreads, risk-neutral probabilities, real-world probabilities, order books, market execution, limit ordering strategies, order cueing, and bid-ask spreads, etc.
Market #Microstructures are key to analyzing liquidity risks.
Market #Microstructures are key to analyzing liquidity risks.
The first thing we need to include within our risk pedagogy masterclass is how liquidity risks vary across financial markets, order books, volatility term structures, asset classes, premarket, auctions, intra-day, and private placement transactions.
Most of the students in a standard risk management program are asked to do statistics, mathematical modelling, and computer programming straight away!
All good.
But, it's important to learn the process, and product features, that leads to financial product development.
All good.
But, it's important to learn the process, and product features, that leads to financial product development.
