Ciamac Moallemi: High-Frequency Trading and Market Microstructure
Рет қаралды 31,351
Күн бұрынOn November 13, 2012, Ciamac Moallemi, Associate Professor of Decision, Risk, and Operations at Columbia Business School, presented High-Frequency Trading and Market Microstructure. The presentation was part of the Program for Financial Studies' No Free Lunch Seminar Series.
The Program for Financial Studies' No Free Lunch Seminar Series provides broader community access to Columbia Business School faculty research. At each seminar, attended by invited MBA and PhD students, faculty members introduce their current research within an informal lunch setting.
Learn more at www8.gsb.columbia.edu/financia...
@MrPushupp Жыл бұрын
lol take a shot everytime you here a "um uh um"
@nathanabrahams5305 4 жыл бұрын
ummm...ahrrrr...I like this guy!
@lionelshaneyfelt5607 3 жыл бұрын
um ah umm ah me 2 :)
@SomeInfo-ib3wz 10 жыл бұрын
Have not heard this perspective elsewhere, interesting stuff.
@laurensvoogd685 9 жыл бұрын
Does someone know any academic papers on black pool markets?
@Christhemartin1 10 ай бұрын
Would be interesting to measure the implicit cost of adverse selection in dark pools he mentioned. Place a bunch of small buy orders with set holding times on the dark pool. Place a bunch of small orders at the exact same moment on a guaranteed market with set holding times. Look at the PnL over many trades.
@IRCrunchkiki 5 жыл бұрын
intersting findings on darkpool interference
@hardXcoreminecraft 3 жыл бұрын
Would be interested to hear an update on latency as part of transaction costs for retails given the ubiquity of "free" share trades today.
@BrandonSL500 4 жыл бұрын
I would have to disagree with some of what he is saying. If you had a large order, as an informed seller/buyer, you would want to get as much of that filled via dark pools because it will not change the market prices. I would definitely use both, try the dark pools first so the market doesn't jack up the price before I get my size filled. Secondly, the people who really want to buy or sell (intrinsic buyers/sellers) the stock are going to do it anyway regardless of dark pool transactions. So I don't see how it decreases overall welfare.
@shivgan3g 10 жыл бұрын
thx nice
@manuvns 5 жыл бұрын
financial engineering money can disappear anytime
@effortlessjapanese123 3 ай бұрын
guys, he is not that bad of a speaker. get over it
@arathaemaxus5250 Жыл бұрын
Sounds like our current prime minister. Um…a…um
@TraderAli. 3 жыл бұрын
Ummm ummm ahh ahhh
@zacki5663 Жыл бұрын
couldnt watch this. the speaker needs some coaching for speaking
@thetruthunearthed7476 2 жыл бұрын
Bad video recording.Can you believe this is a university?
@tanveerbhatti8849 4 жыл бұрын
The speaker ruined it by with incessant “um” and “ah” and “argh” - annoying and distracting I had to stop the video as it was driving us up the wall.
@arfa9601 4 жыл бұрын
Stfu.
@hardXcoreminecraft 3 жыл бұрын
your loss
@Investlist Жыл бұрын
That is why I listened with speed 2×
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