New answers tagged market-microstructure
1
I answer my own question. A starting point would be :
the summer school on mean field games, provided by the University of Chicago.
summer school
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To add some colour to the FX market structure: FX used to be a clear two tier market, the closest analogy I can think of is a hub and spoke system with customers interacting with dealers via a quote type mechanism and dealers interacting with each other in a more central limit order book fashion with that order book either maintained by a network of ...
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If you use a retail platform, they do not make markets. For example, CMC markets gets the FX rate from liquidity providers like Deutsche Bank, JP Morgan, Barclays, Goldman, UBS, Citibank and HSBC. You should find a similar logic with others.
If you setup a limit order it will simply sit there and get filled on your behalf (aims to fill at the best available ...
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