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Hidden Order

Hidden Order
A Thriller

by Brad Thor

  • Publisher : Simon and Schuster
  • Release : 2014-05-20
  • Pages : 456
  • ISBN : 1476717109
  • Language : En, Es, Fr & De
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"When a string of high-profile kidnappings in Washington, D.C. escalate upon the discovery that the victims are being murdered, an eventual ransom demand triggers terror throughout the country. By the best-selling author of Blowback. 650,000 first printing."

The Hidden Order of Corruption

The Hidden Order of Corruption
An Institutional Approach

by Donatella della Porta,Alberto Vannucci

  • Publisher : Routledge
  • Release : 2016-03-23
  • Pages : 316
  • ISBN : 1317029119
  • Language : En, Es, Fr & De
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When corruption is exposed, unknown aspects are revealed which allow us to better understand its structures and informal norms. This book investigates the hidden order of corruption, looking at the invisible codes and mechanisms that govern and stabilize the links between corrupters and corruptees. Concentrating mainly on democratic regimes, this book uses a wide range of documentation, including media and judicial sources from Italy and other countries, to locate the internal equilibria and dynamics of corruption in a broad and comparative perspective. It also analyses the Transparency International Annual Reports and the daily survey of international news to present evidence on specific cases of corruption within an institutional theory framework.

Ethnographies of Reason

Ethnographies of Reason
A Book

by Eric Livingston

  • Publisher : Routledge
  • Release : 2017-05-15
  • Pages : 288
  • ISBN : 1317140680
  • Language : En, Es, Fr & De
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Written by one of the most eminent scholars in the field, Ethnographies of Reason is a unique book in terms of the studies it presents, the perspective it develops and the research techniques it illustrates. Using concrete case study materials throughout, Eric Livingston offers a fundamentally different, ethnographic approach to the study of skill and reasoning. At the same time, he addresses a much neglected topic in the literature, illustrating practical techniques of ethnomethodological research and showing how such studies are actually conducted. The book is a major contribution to ethnomethodology, to social science methodology and to the study of skill and reasoning more generally.

The Hidden Order

The Hidden Order
Tokyo Through the Twentieth Century

by Yoshinobu Ashihara

  • Publisher : Kodansha Amer Incorporated
  • Release : 1989
  • Pages : 158
  • ISBN : 9876543210XXX
  • Language : En, Es, Fr & De
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Real-Time Risk

Real-Time Risk
What Investors Should Know About FinTech, High-Frequency Trading, and Flash Crashes

by Irene Aldridge,Steven Krawciw

  • Publisher : John Wiley & Sons
  • Release : 2017-02-03
  • Pages : 224
  • ISBN : 1119319064
  • Language : En, Es, Fr & De
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Risk management solutions for today's high-speed investing environment Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course. The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time frames, and while risks are emerging faster and in greater volume than ever before, traditional risk management approaches are too slow to be relevant. This book describes market microstructure and modern risks, and presents a new way of thinking about risk management in today's high-speed world. Accessible, straightforward explanations shed light on little-understood topics, and expert guidance helps investors protect themselves from new threats. The discussion dissects FinTech innovation to highlight the ongoing disruption, and to establish a toolkit of approaches for analyzing flash crashes, aggressive high frequency trading, and other specific aspects of the market. Today's investors face an environment in which computers and infrastructure merge, regulations allow dozens of exchanges to coexist, and globalized business facilitates round-the-clock deals. This book shows you how to navigate today's investing environment safely and profitably, with the latest in risk-management thinking. Discover risk management that works within micro-second trading Understand the nature and impact of real-time risk, and how to protect yourself Learn why flash crashes happen, and how to mitigate damage in advance Examine the FinTech disruption to established business models and practices When technology collided with investing, the boom created stratospheric amounts of data that allows us to plumb untapped depths and discover solutions that were unimaginable 20 years ago. Real-Time Risk describes these solutions, and provides practical guidance for today's savvy investor.

Financial Behavior

Financial Behavior
Players, Services, Products, and Markets

by H. Kent Baker,Greg Filbeck,Victor Ricciardi

  • Publisher : Oxford University Press
  • Release : 2017-05-02
  • Pages : 608
  • ISBN : 0190270012
  • Language : En, Es, Fr & De
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Financial Behavior: Players, Services, Products, and Markets provides a synthesis of the theoretical and empirical literature on the financial behavior of major stakeholders, financial services, investment products, and financial markets. The book offers a different way of looking at financial and emotional well-being and processing beliefs, emotions, and behaviors related to money. The book provides important insights about cognitive and emotional biases that influence various financial decision-makers, services, products, and markets. With diverse concepts and topics, the book brings together noted scholars and practitioners so readers can gain an in-depth understanding about this topic from experts from around the world. In today's financial setting, the discipline of behavioral finance is an ever-changing area that continues to evolve at a rapid pace. This book takes readers through the core topics and issues as well as the latest trends, cutting-edge research developments, and real-world situations. Additionally, discussion of research on various cognitive and emotional issues is covered throughout the book. Thus, this volume covers a breadth of content from theoretical to practical, while attempting to offer a useful balance of detailed and user-friendly coverage. Those interested in a broad survey will benefit as will those searching for more in-depth presentations of specific areas within this field of study. As the seventh book in the Financial Markets and Investment Series, Financial Behavior: Players, Services, Products, and Markets offers a fresh looks at the fascinating area of financial behavior.

Hidden Order and Exotic Superconductivity in the Heavy-Fermion Compound URu2Si2

Hidden Order and Exotic Superconductivity in the Heavy-Fermion Compound URu2Si2
A Book

by Ryuji Okazaki

  • Publisher : Springer
  • Release : 2013-12-12
  • Pages : 102
  • ISBN : 9784431545910
  • Language : En, Es, Fr & De
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In this thesis, the author investigates hidden-order phase transition at T0 = 17.5 K in the heavy-fermion URu2Si2. The four-fold rotational symmetry breaking in the hidden order phase, which imposes a strong constraint on the theoretical model, is observed through the magnetic torque measurement. The translationally invariant phase with broken rotational symmetry is interpreted as meaning that the hidden-order phase is an electronic “nematic” phase. The observation of such nematicity in URu2Si2 indicates a ubiquitous nature among the strongly correlated electron systems. The author also studies the superconducting state of URu2Si2 below Tc = 1.4 K, which coexists with the hidden-order phase. A peculiar vortex penetration in the superconducting state is found, which may be related to the rotational symmetry breaking in the hidden-order phase. The author also identifies a vortex lattice melting transition. This transport study provides essential clues to the underlying issue of quasiparticle dynamics as to whether a quasiparticle Bloch state is realized in the periodic vortex lattice.

Science, Order and Creativity second edition

Science, Order and Creativity second edition
A Book

by David Bohm,F. David Peat

  • Publisher : Routledge
  • Release : 2014-02-25
  • Pages : 328
  • ISBN : 131783545X
  • Language : En, Es, Fr & De
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First Published in 2000. Routledge is an imprint of Taylor & Francis, an informa company.

High Frequency Financial Econometrics

High Frequency Financial Econometrics
Recent Developments

by Luc Bauwens,Winfried Pohlmeier,David Veredas

  • Publisher : Springer Science & Business Media
  • Release : 2007-12-31
  • Pages : 312
  • ISBN : 3790819921
  • Language : En, Es, Fr & De
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Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

Trading and Electronic Markets: What Investment Professionals Need to Know

Trading and Electronic Markets: What Investment Professionals Need to Know

by Larry Harris

  • Publisher : CFA Institute Research Foundation
  • Release : 2015-10-19
  • Pages : 94
  • ISBN : 1934667927
  • Language : En, Es, Fr & De
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The true meaning of investment discipline is to trade only when you rationally expect that you will achieve your desired objective. Accordingly, managers must thoroughly understand why they trade. Because trading is a zero-sum game, good investment discipline also requires that managers understand why their counterparties trade. This book surveys the many reasons why people trade and identifies the implications of the zero-sum game for investment discipline. It also identifies the origins of liquidity and thus of transaction costs, as well as when active investment strategies are profitable. The book then explains how managers must measure and control transaction costs to perform well. Electronic trading systems and electronic trading strategies now dominate trading in exchange markets throughout the world. The book identifies why speed is of such great importance to electronic traders, how they obtain it, and the trading strategies they use to exploit it. Finally, the book analyzes many issues associated with electronic trading that currently concern practitioners and regulators.

Dark Pools

Dark Pools
Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading

by E. Banks

  • Publisher : Springer
  • Release : 2014-08-21
  • Pages : 261
  • ISBN : 1137449578
  • Language : En, Es, Fr & De
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This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.

Inside the Black Box

Inside the Black Box
A Simple Guide to Quantitative and High Frequency Trading

by Rishi K. Narang

  • Publisher : John Wiley & Sons
  • Release : 2013-03-25
  • Pages : 317
  • ISBN : 1118362411
  • Language : En, Es, Fr & De
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"With contributions to a new high-frequency trading section by Manoj Narang"--Dust jacket.

Advances in Cryptology – ASIACRYPT 2021

Advances in Cryptology – ASIACRYPT 2021
27th International Conference on the Theory and Application of Cryptology and Information Security, Singapore, December 6–10, 2021, Proceedings, Part II

by Mehdi Tibouchi,Huaxiong Wang

  • Publisher : Springer Nature
  • Release : 2021-11-30
  • Pages : 728
  • ISBN : 3030920755
  • Language : En, Es, Fr & De
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The four-volume proceedings LNCS 13090, 13091, 13092, and 13093 constitutes the proceedings of the 27th International Conference on the Theory and Application of Cryptology and Information Security, ASIACRYPT 2021, which was held during December 6-10, 2021. The conference was planned to take place in Singapore, but changed to an online format due to the COVID-19 pandemic. The total of 95 full papers presented in these proceedings was carefully reviewed and selected from 341 submissions. The papers were organized in topical sections as follows: Part I: Best paper awards; public-key cryptanalysis; symmetric key cryptanalysis; quantum security; Part II: physical attacks, leakage and countermeasures; multiparty computation; enhanced public-key encryption and time-lock puzzles; real-world protocols; Part III: NIZK and SNARKs; theory; symmetric-key constructions; homomorphic encryption and encrypted search; Part IV: Lattice cryptanalysis; post-quantum cryptography; advanced encryption and signatures; zero-knowledge proofs, threshold and multi-signatures; authenticated key exchange.

Traders of the New Era

Traders of the New Era
Interviews with a Select Group of Day and Swing Traders Who are Still Beating the Markets in the Era of High Frequency Trading and Flash Crashes

by Fernando Oliveira

  • Publisher : Createspace Self-Publishing Platform
  • Release : 2014-03-15
  • Pages : 353
  • ISBN : 8591671309
  • Language : En, Es, Fr & De
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Most traders fail, especially since the rise of High Frequency Trading and computerized markets. What are the main characteristics of the traders that do succeed? That and other questions are answered by Fernando Oliveira in this book with in-depth interviews with traders and market experts. If you’re tired of the outdated day and swing trading literature that’s available in bookstores and are looking for something more in touch with the current market structure, then this book will please you with a wealth of up-to-date advice, tips, strategies, and techniques.

Algorithmic and High-Frequency Trading

Algorithmic and High-Frequency Trading
A Book

by Álvaro Cartea,Sebastian Jaimungal,José Penalva

  • Publisher : Cambridge University Press
  • Release : 2015-08-06
  • Pages : 129
  • ISBN : 1316453650
  • Language : En, Es, Fr & De
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The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executing large orders, market making, targeting VWAP and other schedules, trading pairs or collection of assets, and executing in dark pools. These models are grounded on how the exchanges work, whether the algorithm is trading with better informed traders (adverse selection), and the type of information available to market participants at both ultra-high and low frequency. Algorithmic and High-Frequency Trading is the first book that combines sophisticated mathematical modelling, empirical facts and financial economics, taking the reader from basic ideas to cutting-edge research and practice. If you need to understand how modern electronic markets operate, what information provides a trading edge, and how other market participants may affect the profitability of the algorithms, then this is the book for you.

Market Microstructure

Market Microstructure
Confronting Many Viewpoints

by Frédéric Abergel,Jean-Philippe Bouchaud,Thierry Foucault,Charles-Albert Lehalle,Mathieu Rosenbaum

  • Publisher : John Wiley & Sons
  • Release : 2012-04-03
  • Pages : 416
  • ISBN : 1119952786
  • Language : En, Es, Fr & De
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The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.

Sacred Geometry

Sacred Geometry
Deciphering the Code

by Stephen Skinner

  • Publisher : Sterling Publishing Company, Inc.
  • Release : 2009
  • Pages : 160
  • ISBN : 9781402765827
  • Language : En, Es, Fr & De
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A fascinating and inspirational look at the vital link between the hidden geometrical order of the universe, geometry in nature, and the geometry of the man-made world. The Da Vinci Code has awakened the public to the powerful and very ancient idea that religious truths and mathematical principles are intimately intertwined. Sacred Geometry offers an accessible way of understanding how that connection is revealed in nature and the arts. Over the centuries, temple builders have relied on magic numbers to shape sacred spaces, astronomers have used geometry to calculate holy seasons, and philosophers have observed the harmony of the universe in the numerical properties of music. By showing how the discoveries of mathematics are manifested over and over again in biology and physics, and how they have inspired the greatest works of art, this illuminating study reveals the universal principles that link us to the infinite.

Empirical Market Microstructure

Empirical Market Microstructure
The Institutions, Economics, and Econometrics of Securities Trading

by Joel Hasbrouck

  • Publisher : Oxford University Press
  • Release : 2007-01-04
  • Pages : 208
  • ISBN : 9780198041306
  • Language : En, Es, Fr & De
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The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.

Strategic Trading in Illiquid Markets

Strategic Trading in Illiquid Markets
A Book

by Burkart Mönch

  • Publisher : Springer Science & Business Media
  • Release : 2005-04-20
  • Pages : 118
  • ISBN : 9783540250395
  • Language : En, Es, Fr & De
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The Area of Research and the Object of Investigation In this thesis we will investigate trading strategies in illiquid markets from a market microstructure perspective. Market microstructure is the academic term for the branch of financial economics that investigates trading and the organization of security markets, see, e. g. , Harris (2002). Historically, exchanges evolved as a location, where those interested in buy ing or selling securities could meet physically to transact. Thus, traditionally security trading was organized on exchange floors, where so-called dealers arranged all trades and provided liquidity by quoting prices at which they were willing buy or sell. Consequently, the initial surge of the market mi crostructure literature focused predominantly on this type of market design, which is often referred to as quote-driven. Nowadays, the interest is shifting towards order-driven markets. Beginning with the Toronto Stock Exchange in the mid 1970s and increasing in fre quency and scope, this market structure has emerged as the preeminent form of security trading worldwide. In order-driven markets, exchanges arrange trades by matching public orders, often by employing automatic execution systems. Introduction A major difference between a quote-driven and an order-driven market arises from the transparency pre- and post-trade. The pre-trade transparency con cerns the question whether the order book is visible to the keeper only, or whether it is open to the public.

Quantitative Trading

Quantitative Trading
Algorithms, Analytics, Data, Models, Optimization

by Xin Guo,Tze Leung Lai,Howard Shek,Samuel Po-Shing Wong

  • Publisher : CRC Press
  • Release : 2017-07-14
  • Pages : 379
  • ISBN : 1315354357
  • Language : En, Es, Fr & De
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The first part of this book discusses institutions and mechanisms of algorithmic trading, market microstructure, high-frequency data and stylized facts, time and event aggregation, order book dynamics, trading strategies and algorithms, transaction costs, market impact and execution strategies, risk analysis, and management. The second part covers market impact models, network models, multi-asset trading, machine learning techniques, and nonlinear filtering. The third part discusses electronic market making, liquidity, systemic risk, recent developments and debates on the subject.