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Quantitative Finance Club @ UCF
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WorkshopTBDTBD

Market Microstructure Workshop

Examine how markets process orders and why theoretical strategy returns differ from realized trading returns.

Prerequisites: Familiarity with market structure; Python data analysis is helpful

  • Market and limit orders
  • Quote, trade, and order-book data
  • Spreads, midpoint prices, depth, and order imbalance
  • Adverse selection, market impact, slippage, and implementation shortfall