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Real-Time Risk : What Investors Should Know about FinTech, High-Frequency Trading, and Flash Crashes.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Somerset :
John Wiley & Sons, Incorporated,
2016.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Title Page; Copyright; Contents; Acknowledgments; Chapter 1: Silicon Valley Is Coming!; Everyone Is into Fintech; The Current State of Big Data Finance; The Millennials Are Coming; Social Media; Mobile; Cheaper and Faster Technology; Cloud Computing; Blockchain; Fast Analytics; In the End, It's All About Real-Time Data Analytics; End of Chapter Questions; Chapter 2: This Ain't Your Grandma's Data; Data; The Risk of Data; Data Storage; Technology; Blockchain; What Elements Are Common to All Blockchains?; What Is Different about Blockchain from Previous Technologies?
- Which Fintech Sectors Are Adopting Blockchain?Algos; The Internet; Conclusions; End of Chapter Questions; Chapter 3: Dark Pools, Exchanges, and Market Structure; The New Market Hours; Where Do My Orders Go?; Executing Large Orders; Transaction Costs and Transparency; Conclusions; End of Chapter Questions; Chapter 4: Who Is Front-Running You?; Spoofing, Flaky Liquidity, and HFT; Order-Based Negotiations; Conclusions; End of Chapter Questions; Chapter 5: High-Frequency Trading in Your Backyard; Implications of Aggressive HFT; Aggressive High-Frequency Trading in Equities.
- Aggressive HFT in US TreasuriesAggressive HFT in Commodities; Aggressive HFT in Foreign Exchange; Conclusions; End of Chapter Questions; Chapter 6: Flash Crashes; What Happens During Flash Crashes?; Detecting Flash-Crash Prone Market Conditions; Are HFTs Responsible for Flash Crashes?; Conclusions; End of Chapter Questions; Chapter 7: The Analysis of News; The Delivery of News; News Is Written So Computers Can Read It; Preannouncement Risk; Data, Methodology, and Hypotheses; Conclusions; End of Chapter Questions; Chapter 8: Social Media and the Internet of Things; Social Media and News.
- Internet Sentiment: How Fintech Decides How You Are Feeling with Natural-Language ProcessingGovernment Data; Timeliness of Data Analysis; The Internet of Things; Tracking Shipments, Fleets, and Supplies in Real Time; Internet of Things Adoption; Conclusions; End of Chapter Questions; Chapter 9: Market Volatility in the Age of Fintech; Too Much Data, Too Little Time-Welcome, Predictive Analytics; Want to Lessen Volatility of Financial Markets? Express Your Thoughts Online!; Market Microstructure Is the New Factor in Portfolio Optimization; Yes, You Can Predict T + 1 Volatility.
- Market Microstructure as a Factor? You Bet. Case Study: Improving Execution in Currencies; For Longer-Term Investors, Incorporate Microstructure into the Rebalancing Decision; Conclusions; End of Chapter Questions; Chapter 10: Why Venture Capitalists Are Betting on Fintech to Manage Risks; Opportunities for Disruption Are Present, and They May Not Be What They Seem; Data and Analytics in Fintech; What Is Driving the Increase in Available Data?; Are Feeds Replacing Platforms?; Fintech as an Asset Class; Where Do You Find Fintech?; Fintech Success Factors; The Investment Case for Fintech; Alpha.