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Market Microstructure (FOREX)

Professional website about Algorithmic Trading and Market Microstructure

Following lessons will give an overview of Foreign Exchange Market (FOREX). Many concepts as the structure of the FOREX, statistical properties and electronic order book simulations will be covered. Readers must remember that my research perspective is on microscopic movements (Econophysics) of the currency market, especially concerning EBS/ICAP market. This section will help readers to better understand related researches.

Lesson 1 – Introduction to FOREX

Focus on FOREX structure (spot and futures) and basic vocabularies (base currency, direct/indirect quotes).