Real-time risk what investors should know about fintech, high-frequency trading, and flash crashes
| Otros Autores: | , |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley
2017.
|
| Edición: | 1st ed |
| Colección: | THEi Wiley ebooks.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849094206719 |
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 Treasuries
- Aggressive 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 Processing
- Government 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
- Regulation
- Capital Management
- Execution
- Volatility
- How Do Fintech Firms Make Money?
- Fintech and Regulation
- Conclusions
- End of Chapter Questions
- Authors' Biographies
- Index
- EULA.
