Gain transparency and insights on market trends and trading mechanisms

Quantitative Research Papers

media
English

Online course (MOOC)

Introduction to Market Microstructure

Key concepts to understand the main mechanisms at play in electronic trading

Contents

Introduction

I. European markets fragmentation and liquidity

II. Key practical questions from an investor’s point of view

III. Key orderbook properties

IV. Market fragmentation and competition across venues

V. Key forecast based on the orderbook

2 hours - 18 videos

Euronext Quant Research Team

Paul Besson: Head of Quant Research
pbesson@euronext.com +33 1 70 48 26 36

Anatole Casimir: Quantitative Research Analyst
acasimir@euronext.com

Antoine Falck: Quantitative Research Analyst
anfalck@euronext.com

Elise Lacoste: Quantitative Research Analyst
ellacoste@euronext.com

Ludovic Quily: Quantitative Research Analyst
luquily@euronext.com

Quentin Guitet: Quantitative Research Analyst
qguitet@euronext.com

Yassir Limouri: Data Science & Quant Analyst • Quant Research
ylimouri@euronext.com

Yanis Mahi: Quantitative Research Analyst
mahi@euronext.com

Bo-Yuan Huang: Quantitative Research Analyst
bhuang@euronext.com