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Book Categories |
| About the Author | ||
| Foreword | ||
| Ch. 1 | Markets and Market Making | 1 |
| Ch. 2 | Inventory Models | 13 |
| Ch. 3 | Information-Based Models | 53 |
| Ch. 4 | Strategic Trader Models I: Informed Traders | 89 |
| Ch. 5 | Strategic Trader Models II: Uninformed Traders | 129 |
| Ch. 6 | Information and the Price Process | 153 |
| Ch. 7 | Market Viability and Stability | 179 |
| Ch. 8 | Liquidity and the Relationships Between Markets | 215 |
| Ch. 9 | Issues in Market Performance | 251 |
| References | 273 | |
| Index | 283 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Moko Springer
reviewed Market Microstructure Theory on May 16, 2018 Market Microstructure Theory
Aside from my enjoyment of Art Collins' writing style, I appreciate the unique focus of this book on that even start traders have their weak spots and fail at times. It is a great to understand that even the pros do not win consistently and that trading is not about being perfect, but about perseverance and risk management.
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