Trades, Quotes and Prices: Financial Markets Under the Microscope

A deep-dive into the heart of modern financial markets, the authors explore why and how people trade – and the consequences. The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants’ actions and interactions, this wealth of information offers a new … Read more

The Complete Guide to Capital Markets for Quantitative Professionals

The Complete Guide to Capital Markets for Quantitative Professionals is a comprehensive resource for readers with a background in science and technology who want to transfer their skills to the financial industry. It is written in a clear, conversational style and requires no prior knowledge of either finance or financial analytics. The book begins by … Read more