Introduction to Market Microstructure < Back to MOOC Home / ILB Mooc / ILB Mooc / Introduction to Market Microstructure Introduction 3 Part 1: Fragmentation and Liquidity in European Markets Part 2: Introduction to the orderbook Introduction: test 4 questions I. European markets fragmentation and liquidity 3 Part 1: European markets fragmentation and liquidity Part 2: Turnover, volumes and spreads European markets fragmentation and liquidity: test 4 questions II. Key practical questions from an investor's point of view 4 Part 1: Key practical questions from an investor’s point of view Part 2: Main types of trading, trading algorithms Part 3: How to measure the performances of trading algorithms Key practical questions from an investor’s point of view: test 6 questions III. Key orderbook properties 5 Part 1: Orderbook properties: How bid-ask spreads, turnover, available sizes and volatility relate together Part 2: Orderbook properties: How bid-ask spreads, turnover, available volumes and volatility relate together Part 3: Orderbook properties: Average Trade Size and Turnover, Bid-Ask spreads and Turnover Part 4: Orderbook properties: Bid-Ask spreads and Volatility, First limit sizes and Turnover Key orderbook properties: test 4 questions IV. Market fragmentation and competition across venues 4 Part 1: Market fragmentation: How does market fragmentation relate to the characteristics of the orderbooks across different venues? Part 2: Market fragmentation: Fragmentation, relative number of trades and relative average trade sizes Part 3: Market fragmentation: Fragmentation, relative available sizes and relative bid-ask spreads Market fragmentation and competition across venues: test 4 questions V. Key forecast based on the orderbook 5 Part 1: Key forecast based on the orderbook: Which data for which forecasting horizon? Part 2: Key forecast based on the orderbook: Using the orderbook imbalance to forecast the next trade side Part 3: Key forecast based on the orderbook: Forecasting the next trade’s orderbook after an agressive buy Part 4: Key forecast based on the orderbook: Future price profile after an agressive trade on a given venue Key forecast based on the orderbook: test 5 questions Introduction to Market Microstructure ILB MOOC Back to Course This content is protected, please login and enroll course to view this content! Prev Key practical questions from an investor’s point of view: test Next Part 2: Orderbook properties: How bid-ask spreads, turnover, available volumes and volatility relate together