#marketmicrostructure — Public Fediverse posts
Live and recent posts from across the Fediverse tagged #marketmicrostructure, aggregated by home.social.
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New article at https://rustquant.dev
“Understanding market microstructure in high-frequency trading”
A concise intro to order books, ticks, queues, and latency-sensitive behavior.Also launched a Resources page with curated links to specs, books & tools:
https://rustquant.dev/resourcesNot expert advice, just learning in public.
#rustlang #HFT #trading #marketmicrostructure #FIX #ITCH #rustquant