CSCI-GA.3033-110 Technologies for finance

  1. Size of the stock market: https://www.visualcapitalist.com/the-109-trillion-global-stock-market-in-one-chart/
  2. Size of the stock market: https://www.visualcapitalist.com/global-share-of-us-stock-markets/
  3. Size of the stock market: https://www.weforum.org/agenda/2020/02/dominance-american-companies-global-markets-industry/
  4. Size of the stock market: https://www.visualcapitalist.com/largest-stock-markets-by-country-1970-today/
  5. Ownership: https://advisor.visualcapitalist.com/u-s-stock-ownership-over-time/
  6. Ownership: https://advisor.visualcapitalist.com/which-financial-assets-do-americans-own/
  7. Participants in the ecosystem: https://corporatefinanceinstitute.com/resources/career/key-players-in-capital-markets/
  8. Limit order books: https://www.simtrade.fr/blog_simtrade/understanding-order-book-how-impacts-trading/
  9. Limit order books: https://www.youtube.com/watch?v=Iaiw5iGjXbw
  10. Limit order books: https://www.quantstart.com/articles/high-frequency-trading-i-introduction-to-market-microstructure/
  11. Limit order books: https://www.quantstart.com/articles/high-frequency-trading-ii-limit-order-book/

Optional readings:

  1. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1584026
  2. https://www.sifma.org/wp-content/uploads/2023/04/SIFMA-Insights-The-ABCs-of-Equity-Market-Structure.pdf
  3. https://www.bloomberg.com/opinion/articles/2024-02-07/hedge-funds-are-dealers-now?srnd=undefined
  4. https://executiveeducation.wharton.upenn.edu/thought-leadership/wharton-wealth-management-initiative/wmi-thought-leadership/active-vs-passive-investing-which-approach-offers-better-returns/
  5. https://www.cfainstitute.org/en/membership/professional-development/refresher-readings/hedge-fund-strategies