reading

CBOE dives into Canadian dark pool trading with acquisition

Ed Tilly, president and CEO of CBOE Global Markets, discusses the acquisition of Canadian alternative trading system MatchNow, which is the largest provider of dark pool trading in the country.n.d., BNN Bloomberg

Dark Pool Trading System & Regulation

The effective regulation of “dark pools”, which are private forums for trading securities, is necessary to secure efficient trade execution, and to ensure transparent and fair markets as a means of fostering confidence and trust in trading markets.n.d., CFA Institute

Dark Side of Delaying Order Execution

High-frequency trading (HFT) firms provide and take liquidity using speed and superior information.Sep 30, 2020, Jun Aoyagi

2010 Flash Crash

The May 6, 2010 flash crash was a United States trillion-dollar stock market crash, which started at 2:32 p.m. EDT and lasted for approximately 36 minutes.Sep 26, 2020, Various Authors

Big Data in Finance

Big data in finance refers to large, diverse (structured and unstructured) and complex sets of data that can be used to provide solutions to long-standing business challenges for financial services and banking companies around the world.n.d., Corporate Finance Institute

Big data in finance and the growth of large firms

Two modern economic trends are the increase in firm size and advances in information technology. We explore the hypothesis that big data disproportionately benefits big firms. August 2018, Begenau, Farboodi & Veldkamp

Blockchain disruption and decentralized finance - The rise of decentralized business models

Blockchain technology can reduce transaction costs, generate distributed trust, and empower decentralized platforms, potentially becoming a new foundation for decentralized business models.June 2020, Yan Chen & Cristiano Bellavitis

Does a Central Clearing Counterparty Reduce Counterparty Risk?

We show whether central clearing of a particular class of derivatives lowers counterparty risk. For plausible cases, adding a central clearing counterparty (CCP) for a class of derivatives such as credit default swaps reduces netting efficiency, leading to an increase in average exposure to counterparty default. July 18, 2011, Darrell Duffie & Haoxiang Zhu

Flash Crash — the trading savant who crashed the US stock market

Liam Vaughan’s account of maths prodigy Navinder Sarao is a cautionary tale on modern finance.May 7, 2020, Katie Martin

Is Bitcoin a Real Currency? An economic appraisal

A bona fide currency functions as a medium of exchange, a store of value, and a unit of account, but bitcoin largely fails to satisfy these criteria.April, 2014, David Yermack