reading

Read pages 385 - 394. Key topics - passive/active investing, factor investing, statistical models 2014, Edwin Elton, Stephen Brown, William Goetzmann & Martin Gruber

Read pages 25 - 30. Key topics - CAPM 2004, Eugene Fama and Kenneth French

Please review the full text. 2017, Fisch, Laboure & Turner

For a price, high-speed traders can plug into a stock market’s backbone. Unfair advantage or fair exchange? Mar 8, 2016, Anna Sharratt

Competing against automated agents induces auction bidders to skip risky behaviour. Oct 21, 2015, Kenza Moller

Is high-frequency trading the most evil finance scheme ever conceived? Ryan Riordan crunches some hard-to-access data and comes away with a reassuring tale. Sep 23, 2014, Anna Sharratt

Optional (long, but worth watching if you have time) - Based on interviews with those directly involved and data visualizations up to the millisecond, it reconstructs the flash crash of May 6th 2010.Dec 13, 2012, VPRO