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Teaching Materials, In-Class Powerpoints





Lecture slides for in class discussion - for download
Module 1: Introduction
Module 2: Liquidity
Module 3: Order Driven Markets
Module 4: Call Auctions
Module 5: Intermediated Markets
Module 6: Technical Analysis and Algorithmic Trading
Module 7: Performance Measurement
Appendix: Prices, Returns, Trading Costs
Simulation Slides






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