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Thursday, July 9, 2026
  • Reading List

A Brief Discussion on the Balance of Order Books in Centralized Exchanges

Recently, I have summarized some key insights from papers studying limit order books. You will learn how to measure the imbalance of transaction volume in the order book and its predictive ability for...

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November 13, 2023
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  • Reading List

Measuring Risk and Return – An Introduction to Markowitz Theory

Last week, when introducing How to Measure Position Risk – An Introduction to the VaR Method, it was mentioned that the risk of a portfolio is not equal to the risks of individual assets an...

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November 13, 2023
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