Market structure · Open textbook2022
Liquidity, Markets and Trading in Action: An Interdisciplinary Perspective
A course-oriented introduction to market liquidity, price formation, order handling, trading costs, market systems, and simulated equity-market trading.
Attribution: Deniz Ozenbas, Michael S. Pagano, Robert A. Schwartz, and Bruce W. Weber. Springer, 2022. DOI: 10.1007/978-3-030-74817-3. Shared unmodified under CC BY 4.0.
CC BY 4.0 · Attribution required
Index futures · Research article2020
Cost-benefit analysis of trading strategies in the stock index futures market
A simulated CSI 300 market study that compares strategy effectiveness, risk, capital use, and market-impact costs. Its results describe one model and do not predict future outcomes.
Attribution: Xiong Xiong, Yian Cui, Xiaocong Yan, Jun Liu, and Shaoyi He. Financial Innovation 6, 32 (2020). DOI: 10.1186/s40854-020-00191-4. Shared unmodified under CC BY 4.0.
CC BY 4.0 · Attribution required
Gold & precious metals · Research article2020
Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets
An empirical study of gold and silver futures trading hours, liquidity, price discovery, and volatility spillovers across two markets.
Attribution: Neil Kellard, Ying Jiang, and Xiaoquan Liu. Journal of Futures Markets 40(10), 1486–1507 (2020). DOI: 10.1002/fut.22147. Shared unmodified under CC BY 3.0.
CC BY 3.0 · Attribution required
Gold · Forecasting research2021
Forecasting Gold Prices Using Temporal Convolutional Networks
A historical comparison of ARIMA, CNN, LSTM, CNN–LSTM, and TCN methods using a long gold-price series. The paper evaluates model error; it is not a live forecast or trading system.
Attribution: Justin Fajou and Andrew McCarren. Dublin City University, 2021. Shared unmodified under CC BY 4.0.
CC BY 4.0 · Attribution required
Crypto · Execution research2024
Optimal trade execution in cryptocurrency markets
Peer-reviewed research on crypto-exchange fee schedules and the modelling of market and limit-order execution. The paper’s results are specific to its assumptions and data.
Attribution: Nils Andri Bundi, Ching-Lin Wei, and Khaldoun Khashanah. Digital Finance 6(2), 283–318 (2024). DOI: 10.1007/s42521-023-00103-y. Shared unmodified under CC BY 4.0.
CC BY 4.0 · Attribution required
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